Estimating High-Dimensional Time Series Models.
Year of publication: |
2012
|
---|---|
Authors: | Medeiros, Marcelo C. ; Mendes, Eduardo F. |
Publisher: |
Rio de Janeiro : Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), Departamento de Economia |
Subject: | Zeitreihenanalyse |
Series: | Texto para discussão ; 602 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 729264025 [GVK] hdl:10419/176085 [Handle] RePEc:rio:texdis:602 [RePEc] |
Classification: | C22 - Time-Series Models |
Source: |
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