Adaptive estimation of vector autoregressive models with time-varying variance: Application to testing linear causality in mean
Work
Year: 2012
Type: article
Authors Valentin Patilea, Hamdi Raïssi
Institutions Université Européenne de Bretagne, Institut de recherche mathématique de Rennes, Centre de Recherche en Économie et Statistique
Cites: 52
Cited by: 35
Related to: 10
FWCI: 2.862
Citation percentile (by year/subfield): 96.87
Domain: Social Sciences
Open Access status: green