Simulation, Estimation and Selection of Mixed Causal-Noncausal Autoregressive Models: The MARX Package

Alain Hecq, Lenard Lieb, Sean Telg

    Research output: Working paperAcademic

    Fingerprint Dive into the research topics of 'Simulation, Estimation and Selection of Mixed Causal-Noncausal Autoregressive Models: The MARX Package'. Together they form a unique fingerprint.

    Business & Economics