Two-stage weighted least squares estimator of multivariate non-negative observation-driven models

@article{mirko2025,
  title        = {{Two-stage weighted least squares estimator of multivariate non-negative observation-driven models}},
  author       = {Mirko Armillotta},
  journal      = {Econometrics and Statistics},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1016/j.ecosta.2025.07.002},
}

TY  - JOUR
TI  - Two-stage weighted least squares estimator of multivariate non-negative observation-driven models
AU  - Armillotta, Mirko
JO  - Econometrics and Statistics
PY  - 2025
ER  -

Mirko Armillotta (2025). Two-stage weighted least squares estimator of multivariate non-negative observation-driven models. *Econometrics and Statistics*. https://doi.org/https://doi.org/10.1016/j.ecosta.2025.07.002

Mirko Armillotta. "Two-stage weighted least squares estimator of multivariate non-negative observation-driven models." *Econometrics and Statistics* (2025). https://doi.org/https://doi.org/10.1016/j.ecosta.2025.07.002.

Two-stage weighted least squares estimator of multivariate non-negative observation-driven models
Mirko Armillotta · Econometrics and Statistics · 2025
https://doi.org/https://doi.org/10.1016/j.ecosta.2025.07.002