Supplemental Material for Mixture Multilevel Vector-Autoregressive Modeling
نویسندگان
چکیده
منابع مشابه
Supplemental Material for “Automated Estimation of Vector Error Correction Models”
This supplement has two sections. Section 1 contains proofs of some auxiliary lemmas used in the main text. Section 2 provides some further simulation results which complement those reported in the main text. 1 Proofs of Auxiliary Lemmas This section provides proofs of some lemmas which are used in the main text to derive the asymptotic properties of the LS shrinkage estimator. For ease of expo...
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ژورنال
عنوان ژورنال: Psychological Methods
سال: 2023
ISSN: ['1082-989X', '1939-1463']
DOI: https://doi.org/10.1037/met0000551.supp