Estimation of multivariate models for time series of possibly different lengths
Year of publication: |
2006
|
---|---|
Authors: | Patton, Andrew J. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 21.2006, 2, p. 147-173
|
Subject: | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis |
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