Seasonal quasi-vector autoregressive models for macroeconomic data Working Papers uri icon

publication date

  • 2018

series title

  • UC3M Working papers Economics

series number

  • 18-03

keywords

  • Dynamic conditional score (DCS) models
    Score-driven stochastic seasonality
    Nonlinear multivariate dynamic location models
    Basic structural model
    Vector autoregressive (VAR) model
    Vector autoregressive moving average (VARMA) model
    Crude oil production