Bicocca Open Archive

Logo unimib boa

Morana, C. (2014). Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks. OPEN JOURNAL OF STATISTICS(4), 292-312 [10.4236/ojs.2014.440].

Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks

MORANA, CLAUDIO
2014
Articolo in rivista - Articolo scientifico
Long and Short Memory, Structural Breaks, Common Factors, Principal Components Analysis, Fractionally Integrated Heteroskedastic Factor Vector Autoregressive Model
English
2014
4
292
312
none
Morana, C. (2014). Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks. OPEN JOURNAL OF STATISTICS(4), 292-312 [10.4236/ojs.2014.440].
01 - Articolo su rivista
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/53465
Citazioni
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
Social impact