A VAR Approach to Forecasting Multivariate Long Memory Processes Subject to Structural Breaks

Autor:	Wang, Cindy S. H., Wan, Shui Ki
Zdroj:	Essays in Honor of Cheng Hsiao
Databáze:	Emerald Insight
Externí odkaz:	http://www.emeraldinsight.com/doi/10.1108/S0731-905320200000041004 Zobrazit plný text záznamu