Mixed causal-noncausal autoregressions with exogenous regressors

Alain Hecq, Joao Victor Issler, Sean Telg*

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)328-343
Number of pages16
JournalJournal of Applied Econometrics
Volume35
Issue number3
DOIs
Publication statusPublished - Apr 2020

Keywords

  • MAXIMUM-LIKELIHOOD-ESTIMATION

Cite this