Dynamic analyses using VAR model with mixed frequency data through observable representation
Year of publication: |
2016
|
---|---|
Authors: | Kim, Yun-Yeong |
Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 1385036-2. - Vol. 32.2016, 1, p. 41-75
|
Subject: | VAR Model | Mixed Frequency Observation Data | Observable Representation | CMD Estimation | Dynamic Analyses | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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