Title:

Random Autoregressive Models: A Structured Overview

Authors:

Marta Regis (Eindhoven University of Technology)
Paulo Serra (Vrije Universiteit Amsterdam)
Edwin R. van den Heuvel (Eindhoven University of Technology)

Journal:

Econometric Reviews

Year:

2022

Volume:

41

Number:

2

Pages:

207-230

DOI:

10.1080/07474938.2021.1899504