Citation: J. Patton, Andrew, Estimation of multivariate models for time series of possibly different lengths, Journal of applied econometrics , 21(2), 2006, pp. 147-173
Authors:
Bollerslev, Tim
Patton, Andrew J.
Wang, Wenjing
Citation: Bollerslev, Tim et al., Daily house price indices: construction, modeling, and longer-run predictions, Journal of applied econometrics , 31(6), 2016, pp. 1005-1025