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type_genre:"Sammlung"
~isPartOf:"Journal of econometrics"
~person:"Francq, Christian"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
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Francq, Christian
Phillips, Peter C. B.
36
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
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Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
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