Innovations in multiple time series analysis

DOI10.1016/J.JECONOM.2016.02.001zbMath1335.00167OpenAlexW2280234166MaRDI QIDQ281031

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Publication date: 10 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.02.001

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Festschriften (00B30)

Cites Work

• Some results on multivariate autoregressive index models

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