Time-varying multivariate causal processes
Jiti Gao, Bin Peng, Wei Biao Wu, Yayi Yan
| Year of publication: |
2024
|
|---|---|
| Authors: | Gao, Jiti ; Peng, Bin ; Wu, Wei Biao ; Yan, Yayi |
| Subject: | Local linear quasi-maximum likelihood estimation | Multivariate causal process | Uniform confidence band | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis | Kausalanalyse | Causality analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2024.105671 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075008