Tests for random coefficient variation in vector autoregressive models
Year of publication: |
2022
|
---|---|
Authors: | Amengual, Dante ; Fiorentini, Gabriele ; Sentana, Enrique |
Published in: |
Essays in honour of Fabio Canova. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80382-831-2. - 2022, p. 1-35
|
Subject: | Gross domestic product | gross domestic income | Hessian matrix | information matrix test | outer product of the score |
-
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante, (2021)
-
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante, (2021)
-
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante, (2021)
- More ...
-
Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante, (2013)
-
SEQUENTIAL ESTIMATION OF SHAPE PARAMETERS IN MULTIVARIATE DYNAMIC MODELS
Amengual, Dante, (2012)
-
GDP solera: The ideal vintage mix
Almuzara, MartÃn, (2022)
- More ...