Matrix-valued AutoRegressive (MAR) models in gretl

Computational Statistics 2026 Open access

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Authors: Andrea Fares Bucci, Giulio Palomba, Marco Tedeschi
DOI: 10.1007/s00180-025-01681-8
Cited by: 1
References: 15

Fields of Study & Subjects

Monetary Policy and Economic Impact Complex Systems and Time Series Analysis Financial Risk and Volatility Modeling

Publication details

Journal / source
Computational Statistics
Publisher
Springer Science and Business Media LLC
Volume
41
Issue
3
Publication date
24 February 2026
Language
EN