Time-varying multivariate causal processes

Jiti Gao, Bin Peng, Wei Biao Wu

Year of publication:	[2022]
Authors:	Gao, Jiti ; Peng, Bin ; Wu, Wei Biao ; Yan, Yayi
Publisher:	[Victoria, Australia] : [Monash University, Department of Econometrics and Business Statistics]
Subject:	Local Linear Quasi-Maximum Likelihood Estimation \| Multivariate Causal Process \| Simultaneous Confidence Interval \| Schätztheorie \| Estimation theory \| Multivariate Analyse \| Multivariate analysis \| Kausalanalyse \| Causality analysis \| Zeitreihenanalyse \| Time series analysis \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation

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