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  • Search: subject:"Equation-by-equation estimator"
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Dynamic connectedness 1 Equation-by-equation estimator 1 Estimation 1 Estimation theory 1 Large TVP-VAR model 1 Schätztheorie 1 Schätzung 1 Score-driven volatility 1 Smoothing estimation 1 Time series analysis 1 VAR model 1 VAR-Modell 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Hong, Yongmiao 1 Ye, Shiqi 1 Zheng, Tingguo 1
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Journal of economic dynamics & control 1
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ECONIS (ZBW) 1
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Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo; Ye, Shiqi; Hong, Yongmiao - In: Journal of economic dynamics & control 157 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
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