hit-appendix.pdf
Creators:
Alain Hecq
;
João Victor Issler
;
Sean Telg
From the dataset abstract
Mixed causal-noncausal autoregressive (MAR) models have been proposed to model time series exhibiting nonlinear dynamics. Possible exogenous regressors are typically substituted into the...
Source: Mixed causal–noncausal autoregressions with exogenous regressors (replication data)
Metadata
Field | Value |
---|---|
Format | application/pdf |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/af60ee29-0c85-4151-8d49-8425fe6c13e0/resource/800a4b5f-b8a4-4579-a208-240b4842fb00/download/hit-appendix.pdf |
Last updated | November 23, 2022 |
Created | November 23, 2022 |