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Identification of vector autoregressive models with nonlinear contemporaneous structure - MaRDI portal

Identification of vector autoregressive models with nonlinear contemporaneous structure

From MaRDI portal
Publication:6572632

DOI10.1016/J.JEDC.2024.104852MaRDI QIDQ6572632

Francesco Cordoni, Nicolas Dorémus, Alessio Moneta

Publication date: 16 July 2024

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)






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