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Representation, estimation and forecasting of the multivariate index-augmented autoregressive model

Representation, estimation and forecasting of the multivariate index-augmented autoregressive model

Cubadda, Gianluca; Guardabascio, Barbara
  • 期刊名称International Journal of Forecasting
  • 作者Cubadda, Gianluca; Guardabascio, Barbara
  • 卷第35卷
  • 期第1期
  • 印刷ISSN0169-2070
  • 文件大小526.54KB
  • 发表时间2019-01
  • DOI10.1016/j.ijforecast.2018.08.002
  • 页码67-79
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