Efficient VAR discretization
Year of publication: |
2021
|
---|---|
Authors: | Gordon, Grey |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 204.2021, p. 1-8
|
Subject: | Autoregressive | Discretization | Sparse grids | VAR | VAR-Modell | VAR model | Theorie | Theory | Risikomaß | Risk measure | Regelbindung versus Diskretion | Rules versus discretion | Autokorrelation | Autocorrelation |
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