Works matching IS 08837252 AND DT 2021 AND VI 36 AND IP 6


Results: 13
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    Sparse change‐point VAR models.

    Published in:
    Journal of Applied Econometrics, 2021, v. 36, n. 6, p. 703, doi. 10.1002/jae.2844
    By:
    • Dufays, Arnaud;
    • Li, Zhuo;
    • Rombouts, Jeroen V.K.;
    • Song, Yong
    Publication type:
    Article
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    Issue Information.

    Published in:
    Journal of Applied Econometrics, 2021, v. 36, n. 6, p. 637, doi. 10.1002/jae.2775
    Publication type:
    Article
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