Modelling and Diagnostics of Spatially Autocorrelated Counts.
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- Econometrics (2225-1146), 2022, v. 10, n. 3, p. 31, doi. 10.3390/econometrics10030031
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- Publication type:
- Article
Works matching IS 22251146 AND DT 2022 AND VI 10 AND IP 3
Results: 4
1
2
A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model.
- Published in:
- Econometrics (2225-1146), 2022, v. 10, n. 3, p. 30, doi. 10.3390/econometrics10030030
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- Publication type:
- Article
3
Common Correlated Effects Estimation for Dynamic Heterogeneous Panels with Non-Stationary Multi-Factor Error Structures.
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- Econometrics (2225-1146), 2022, v. 10, n. 3, p. 29, doi. 10.3390/econometrics10030029
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- Publication type:
- Article
4
Structural Compressed Panel VAR with Stochastic Volatility: A Robust Bayesian Model Averaging Procedure.
- Published in:
- Econometrics (2225-1146), 2022, v. 10, n. 3, p. 28, doi. 10.3390/econometrics10030028
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- Publication type:
- Article