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pro vyhledávání: '"multivariate causal and noncausal models"'
This paper investigates the performance of the Generalized Covariance estimator (GCov) in estimating mixed causal and noncausal Vector Autoregressive (VAR) models. The GCov estimator is a semi-parametric method that minimizes an objective function wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od________83::b9c3cc93d4fecdd0d45cbb57b249b9ac
https://cris.maastrichtuniversity.nl/en/publications/37bc28a7-b773-43a9-b171-59ff1b0a17a5
https://cris.maastrichtuniversity.nl/en/publications/37bc28a7-b773-43a9-b171-59ff1b0a17a5
