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Recursive computation of the conditional probability function of the quadratic exponential model for binary panel data
Bartolucci, Francesco
;
Valentini, Francesco
;
Pigini, Claudia
- In:
Computational economics
61
(
2023
)
2
,
pp. 529-557
Persistent link: https://www.econbiz.de/10014228451
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Analytical Score for Multivariate GARCH Models
Lucchetti, Riccardo
- In:
Computational economics
19
(
2002
)
2
,
pp. 133-144
Persistent link: https://www.econbiz.de/10007038680
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The spherical parametrisation for correlation matrices and its computational advantages
Lucchetti, Riccardo
;
Pedini, Luca
- In:
Computational economics
64
(
2024
)
2
,
pp. 1023-1046
Persistent link: https://www.econbiz.de/10015078073
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