no code implementations • 30 Oct 2023 • Alain Hecq, Daniel Velasquez-Gaviria
This paper introduces new techniques for estimating, identifying and simulating mixed causal-noncausal invertible-noninvertible models.
no code implementations • 24 Nov 2022 • Alain Hecq, Daniel Velasquez-Gaviria
This paper investigates new ways of estimating and identifying causal, noncausal, and mixed causal-noncausal autoregressive models driven by a non-Gaussian error sequence.
