Automated Estimation of Heavy-Tailed Vector Error Correction Models

Published 2021 View Full Article

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Title
Automated Estimation of Heavy-Tailed Vector Error Correction Models
Authors
Keywords
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Journal
STATISTICA SINICA
Volume -, Issue -, Pages -
Publisher
Statistica Sinica (Institute of Statistical Science)
Online
2021-04-14
DOI
10.5705/ss.202020.0177

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