Automatic Specification Testing for Vector Autoregressions...

Journal of Business and Economic Statistics 2013 / 10 Vol. 31; Iss. 4

Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models

Escanciano, Juan Carlos, Lobato, Ignacio N., Zhu, Lin
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
31
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2013.803973
Date:
October, 2013
File:
PDF, 295 KB
english, 2013
Conversion to is in progress
Conversion to is failed