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Inference for the VEC(1) model with a heavy-tailed linear process errors
Guo, Feifei
;
Ling, Shiqing
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 806-833
Persistent link: https://www.econbiz.de/10014420347
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The penalized analytic center estimator
Knight, Keith
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1471-1484
Persistent link: https://www.econbiz.de/10011592361
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