VECTOR MULTIPLICATIVE ERROR MODELS: REPRESENTATION AND INFERENCE
| Year of publication: |
2006
|
|---|---|
| Authors: | Cipollini, Fabrizio ; Engle, Robert F. ; Gallo, Giampiero M. |
| Published in: |
Technical working paper / National Bureau of Economic Research. - Cambridge, Mass : NBER, ISSN 1073-2489, ZDB-ID 12272425. - 2006, 331
|