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Maximum likelihood estimation
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Time-varying multivariate causal processes
Gao, Jiti
;
Peng, Bin
;
Wu, Wei Biao
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494365
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Time-varying multivariate causal processes
Gao, Jiti
;
Peng, Bin
;
Wu, Wei Biao
;
Yan, Yayi
- In:
Journal of econometrics
240
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10015075008
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