VECTOR MULTIPLICATIVE ERROR MODELS: REPRESENTATION AND INFERENCE
Year of publication: |
2006
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Authors: | Cipollini, Fabrizio ; Engle, Robert F. ; Gallo, Giampiero M. |
Published in: |
Technical working paper / National Bureau of Economic Research. - Cambridge, Mass : NBER, ISSN 1073-2489, ZDB-ID 12272425. - 2006, 331
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