Singer, Hermann SEM modeling with singular moment matrices. III: GLS estimation. (English) Zbl 1404.62076 J. Math. Sociol. 40, No. 3, 167-184 (2016). MSC: 62J12 62H12 62M10 PDFBibTeX XMLCite \textit{H. Singer}, J. Math. Sociol. 40, No. 3, 167--184 (2016; Zbl 1404.62076) Full Text: DOI
Chen, Cathy W. S.; Lee, Sangyeol Generalized Poisson autoregressive models for time series of counts. (English) Zbl 1468.62037 Comput. Stat. Data Anal. 99, 51-67 (2016). MSC: 62-08 62M10 PDFBibTeX XMLCite \textit{C. W. S. Chen} and \textit{S. Lee}, Comput. Stat. Data Anal. 99, 51--67 (2016; Zbl 1468.62037) Full Text: DOI
Lütkepohl, Helmut; Milunovich, George Testing for identification in SVAR-GARCH models. (English) Zbl 1401.91469 J. Econ. Dyn. Control 73, 241-258 (2016). MSC: 91B70 62P20 62M10 91B84 PDFBibTeX XMLCite \textit{H. Lütkepohl} and \textit{G. Milunovich}, J. Econ. Dyn. Control 73, 241--258 (2016; Zbl 1401.91469) Full Text: DOI Link
Lakshmi, K.; Rama Mohan Rao, A. Structural damage detection using ARMAX time series models and cepstral distances. (English) Zbl 1365.74150 Sādhanā 41, No. 9, 1081-1097 (2016). MSC: 74R99 62M10 62P30 74S30 PDFBibTeX XMLCite \textit{K. Lakshmi} and \textit{A. Rama Mohan Rao}, Sādhanā 41, No. 9, 1081--1097 (2016; Zbl 1365.74150) Full Text: DOI Link
Wei, Yuesong Generalized likelihood ratio approach for identifying nonlinear structural vector autoregressive causal graphs. (Chinese. English summary) Zbl 1363.62108 Appl. Math., Ser. A (Chin. Ed.) 31, No. 2, 143-152 (2016). MSC: 62M10 62F40 62H99 PDFBibTeX XMLCite \textit{Y. Wei}, Appl. Math., Ser. A (Chin. Ed.) 31, No. 2, 143--152 (2016; Zbl 1363.62108)
Christensen, Bent Jesper; Posch, Olaf; van der Wel, Michel Estimating dynamic equilibrium models using mixed frequency macro and financial data. (English) Zbl 1431.62605 J. Econom. 194, No. 1, 116-137 (2016). MSC: 62P20 62M10 62M05 62P05 91B50 PDFBibTeX XMLCite \textit{B. J. Christensen} et al., J. Econom. 194, No. 1, 116--137 (2016; Zbl 1431.62605) Full Text: DOI Link
Marcellino, Massimiliano; Sivec, Vasja Monetary, fiscal and oil shocks: evidence based on mixed frequency structural FAVARs. (English) Zbl 1431.91298 J. Econom. 193, No. 2, 335-348 (2016). MSC: 91B84 62H25 62P20 91B64 PDFBibTeX XMLCite \textit{M. Marcellino} and \textit{V. Sivec}, J. Econom. 193, No. 2, 335--348 (2016; Zbl 1431.91298) Full Text: DOI
Carriero, Andrea; Kapetanios, George; Marcellino, Massimiliano Structural analysis with multivariate autoregressive index models. (English) Zbl 1420.62372 J. Econom. 192, No. 2, 332-348 (2016). MSC: 62M10 62F15 62M20 62P20 PDFBibTeX XMLCite \textit{A. Carriero} et al., J. Econom. 192, No. 2, 332--348 (2016; Zbl 1420.62372) Full Text: DOI Link
Lee, Eun Ryung; Mammen, Enno Local linear smoothing for sparse high dimensional varying coefficient models. (English) Zbl 1349.62313 Electron. J. Stat. 10, No. 1, 855-894 (2016). MSC: 62J05 62J07 62G05 62M10 62P05 PDFBibTeX XMLCite \textit{E. R. Lee} and \textit{E. Mammen}, Electron. J. Stat. 10, No. 1, 855--894 (2016; Zbl 1349.62313) Full Text: DOI Euclid