Zheng, Tingguo
Professional Title: Professor
Administrative Position: 副主任
Alma Mater: Ph.D. in Economics, Jilin University
Contact Information: 0592-2180695
E-Mail:
Business Address: A202
Office Hours:Tuesdays 14:00-17:00
External Homepage: http://112.74.178.199/homepage/
Paper Publications

Fast Estimation of a Large TVP-VAR Model with Score-Driven Volatilities

发布时间:  点击次数:
  • Journal:
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL
  • First Author:
    Zheng, Tingguo
  • Indexed by:
    Journal paper
  • Volume:
    2023,157:104762
  • Issue:
    2023,157:104762
  • Page Number:
    2023,157:104762
  • Number of Words:
    18000
  • Translation or Not:
    no