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Estimation of the vector moving average model by vector autoregression
Galbraith, John W.
;
Ullah, Aman
;
Zinde-Walsh, Victoria
- In:
Econometric reviews
21
(
2002
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10001704803
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Rates of expansions for functional estimators
Kotlyarova, Yulia
;
Schafgans, Marcia M. A.
; …
- In:
Journal of quantitative economics
19
(
2021
),
pp. 121-139
Persistent link: https://www.econbiz.de/10013441712
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