Estimation of multivariate models for time series of possibly different lengths
Patton, A. J.
(2006).
Estimation of multivariate models for time series of possibly different lengths.
Journal of Applied Econometrics,
21(2), 147-173.
https://doi.org/10.1002/jae.865
| Item Type | Article |
|---|---|
| Copyright holders | © 2006 Wiley |
| Departments | LSE |
| DOI | 10.1002/jae.865 |
| Date Deposited | 11 Aug 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/16612 |
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