2020-08-28
Two-dimensional Weighted Maximum Likelihood Estimation applied in cross-sectionally restricted VAR model for improving forecasts under model misspecifications
Publication
Publication
Additional Metadata | |
---|---|
Koopman, S.(VU), Blasques, F. (VU) | |
hdl.handle.net/2105/61181 | |
Organisation | Erasmus School of Economics |
Jung, S. (2020, August 28). Two-dimensional Weighted Maximum Likelihood Estimation applied in cross-sectionally restricted VAR model for improving forecasts under model misspecifications. Retrieved from http://hdl.handle.net/2105/61181
|