Mixed causal-noncausal autoregressions with exogenous regressors

Original language	English
Pages (from-to)	328-343
Number of pages	16
Journal	Journal of Applied Econometrics
Volume	35
Issue number	3
DOIs	https://doi.org/10.1002/jae.2751
Publication status	Published - Apr 2020

Keywords

• MAXIMUM-LIKELIHOOD-ESTIMATION

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• 10.1002/jae.2751

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Hecq, A., Issler, J. V., & Telg, S. (2020). Mixed causal-noncausal autoregressions with exogenous regressors. Journal of Applied Econometrics, 35(3), 328-343. https://doi.org/10.1002/jae.2751

Hecq, Alain ; Issler, Joao Victor ; Telg, Sean. / Mixed causal-noncausal autoregressions with exogenous regressors. In: Journal of Applied Econometrics. 2020 ; Vol. 35, No. 3. pp. 328-343.

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Hecq, A, Issler, JV & Telg, S 2020, 'Mixed causal-noncausal autoregressions with exogenous regressors', Journal of Applied Econometrics, vol. 35, no. 3, pp. 328-343. https://doi.org/10.1002/jae.2751

Mixed causal-noncausal autoregressions with exogenous regressors. / Hecq, Alain; Issler, Joao Victor; Telg, Sean.

In: Journal of Applied Econometrics, Vol. 35, No. 3, 04.2020, p. 328-343.

Research output: Contribution to journal › Article › Academic › peer-review

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T1 - Mixed causal-noncausal autoregressions with exogenous regressors

AU - Hecq, Alain

AU - Issler, Joao Victor

AU - Telg, Sean

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KW - MAXIMUM-LIKELIHOOD-ESTIMATION

U2 - 10.1002/jae.2751

DO - 10.1002/jae.2751

M3 - Article

VL - 35

SP - 328

EP - 343

JO - Journal of Applied Econometrics

JF - Journal of Applied Econometrics

SN - 0883-7252

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Hecq A, Issler JV, Telg S. Mixed causal-noncausal autoregressions with exogenous regressors. Journal of Applied Econometrics. 2020 Apr;35(3):328-343. https://doi.org/10.1002/jae.2751