Noncausal vector autoregressive process: representation, identification and semi-parametric estimation

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Publication:2398979

DOI10.1016/j.jeconom.2017.01.011zbMath1388.62256OpenAlexW2733732839MaRDI QIDQ2398979

Christian Gouriéroux, Joanna Jasiak

Publication date: 21 August 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.01.011




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