MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION

Citation

Anderson, B, Deistler, M, Felsenstein, E et al 2016, 'MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION', Econometric Theory, vol. 32, no. 4, pp. 793-826pp.

Year

2016

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