Innovations in multiple time series analysis

DOI10.1016/J.JECONOM.2016.02.001MaRDI QIDQ281031zbMATH OpenOpenAlexFDO

Authors

Publication date 10 May 2016

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2016.02.001

Mathematics Subject Classification ID

Festschriften (00B30) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• Some results on multivariate autoregressive index models

Cited in

(3)

• scientific article; zbMATH DE number 3252904 (Why is no real title available?)
• Introduction to the themed issue: Macroeconometrics
• Editorial. Factor structures for panel and multivariate time series data

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