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Search: subject:"Large Vector Autoregressive Models"
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Cubadda, Gianluca
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International journal of forecasting
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The time-varying Multivariate Autoregressive Index model
Cubadda, Gianluca
;
Grassi, Stefano
;
Guardabascio, Barbara
- In:
International journal of forecasting
41
(
2025
)
1
,
pp. 175-190
Persistent link: https://www.econbiz.de/10015440289
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The time-varying multivariate autoregressive index model
Cubadda, Gianluca
;
Grassi, Stefano
;
Guardabascio, Barbara
-
2024
Persistent link: https://www.econbiz.de/10014515646
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