Optimization of the Generalized Covariance Estimator in Noncausal Processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Cubadda, Gianluca, Giancaterini, Francesco, Hecq, Alain, Jasiak, Joann
Format:	Preprint
Published:	2023
Subjects:	Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2306.14653