Estimation of VAR models: computational aspects
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Publication:1812107
DOI10.1023/A:1022281319272zbMath1013.62091OpenAlexW1561673690MaRDI QIDQ1812107
Paolo Foschi, Erricos John Kontoghiorghes
Publication date: 18 June 2003
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1022281319272
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Factorization of matrices (15A23)
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