Department of Economics and Business Economics

Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Changli He, Tianjin University of Finance and Economics, Dalarna University, China
  • Jian Kang, Hong Kong Polytechnic University, China
  • Annastiina Silvennoinen, School of Economics and Finance, Queensland University of Technology, Australia
  • Timo Teräsvirta
Original languageEnglish
JournalJournal of Econometrics
Publication statusAccepted/In press - 2021

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