Mixed causal-noncausal autoregressions with exogenous regressors

Alain Hecq, Joao Victor Issler, Sean Telg^*

^*Corresponding author for this work

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

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

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title = "Mixed causal-noncausal autoregressions with exogenous regressors",

keywords = "MAXIMUM-LIKELIHOOD-ESTIMATION",

author = "Alain Hecq and Issler, {Joao Victor} and Sean Telg",

note = "data source: no data used",

year = "2020",

month = apr,

doi = "10.1002/jae.2751",

language = "English",

volume = "35",

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journal = "Journal of Applied Econometrics",

issn = "0883-7252",

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T1 - Mixed causal-noncausal autoregressions with exogenous regressors

AU - Hecq, Alain

AU - Issler, Joao Victor

AU - Telg, Sean

N1 - data source: no data used

PY - 2020/4

Y1 - 2020/4

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

IS - 3

ER -