Title:

Dynamic Vector Mode Regression

Authors:

Gordon C. R. Kemp (U Essex)
Paulo Parente (U Lisboa)
João Santos Silva (U Surrey)

Journal:

Journal of Business and Economic Statistics

Year:

2020

Volume:

38

Number:

3

Pages:

647-661

JEL code:

C61 - Optimization Techniques; Programming Models; Dynamic Analysis

DOI:

10.1080/07350015.2018.1562935