A representation theory for polynomial cofractionality in vector autoregressive models
Year of publication: |
2010
|
---|---|
Authors: | Franchi, Massimo |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 4, p. 1201-1217
|
Subject: | VAR-Modell | VAR model | Schätztheorie | Estimation theory |
-
Dynamic analyses using VAR model with mixed frequency data through observable representation
Kim, Yun-Yeong, (2016)
-
Identification based on higher moments
Lewis, Daniel J., (2024)
-
Vector autoregression and causality
Toda, Hiro Y., (1991)
- More ...
-
Taking a DSGE Model to the Data Meaningfully
Franchi, Massimo, (2007)
-
Taking a DSGE Model to the Data Meaningfully
Franchi, Massimo, (2007)
-
Cointegration, root functions and minimal bases
Franchi, Massimo, (2021)
- More ...