Adaptive estimation in multiple time series with independent component errors
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- Tata Subba Rao & Granville Tunnicliffe Wilson & P. M. Robinson & L. Taylor, 2017. "Adaptive Estimation in Multiple Time Series With Independent Component Errors," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(2), pages 191-203, March.
References listed on IDEAS
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More about this item
JEL classification:
- J1 - Labor and Demographic Economics - - Demographic Economics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2017-12-03 (Econometrics)
- NEP-ETS-2017-12-03 (Econometric Time Series)
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