具有动态因子系数和条件异方差误差的向量自回归

IF 9.9 3区 经济学 Q1 ECONOMICS
Paolo Gorgi, Siem Jan Koopman, Julia Schaumburg
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引用次数: 0

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Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors
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来源期刊
Journal of Econometrics
Journal of Econometrics 社会科学-数学跨学科应用
CiteScore
8.60
自引率
1.60%
发文量
220
审稿时长
3-8 weeks
期刊介绍: The Journal of Econometrics serves as an outlet for important, high quality, new research in both theoretical and applied econometrics. The scope of the Journal includes papers dealing with identification, estimation, testing, decision, and prediction issues encountered in economic research. Classical Bayesian statistics, and machine learning methods, are decidedly within the range of the Journal''s interests. The Annals of Econometrics is a supplement to the Journal of Econometrics.
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