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