Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada Working Papers uri icon

publication date

  • 2018

series title

  • UC3M Working papers. Economics

series number

  • 18-10


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