Fast estimation of a large TVP-VAR model with score-driven volatilities
| Autor: | Zheng, Tingguo, Ye, Shiqi, Hong, Yongmiao |
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| Zdroj: | In Journal of Economic Dynamics and Control December 2023 157 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Zheng, Tingguo, Ye, Shiqi, Hong, Yongmiao |
|---|---|
| Zdroj: | In Journal of Economic Dynamics and Control December 2023 157 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect