Automatic inference for infinite order vector autoregressions
Year of publication: |
2005
|
---|---|
Authors: | Kuersteiner, Guido M. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 1, p. 85-115
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference |
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