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Search: subject:"quasi-vector autoregressive(QVAR) model"
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Seasonality detection in small samples using score-driven nonlinear multivariate dynamic location models
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2018
Persistent link: https://www.econbiz.de/10011914526
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2
Identification of seasonal effects in impulse responses using score-driven multivariate location models
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Journal of econometric methods
10
(
2021
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10012437812
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3
Score-driven non-linear multivariate dynamic location models
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2017
Persistent link: https://www.econbiz.de/10011800285
Saved in:
4
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
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