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Published in 2025 at "Econometric Reviews"
DOI: 10.1080/07474938.2025.2492611
Abstract: Abstract Regarding the current development in multivariate time series analysis, this article contributes to the theory of dynamic structural equation model (DSEM) with an estimation procedure performed on raw data and macroeconomic uses. The analytical…
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Keywords:
raw data;
towards raw;
data dynamic;
dynamic structural ... See more keywords