Finding starting-values for maximum likelihood estimation of vector STAR models
Year of publication: |
2013
|
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Authors: | Schleer, Frauke |
Publisher: |
Mannheim : Zentrum für Europäische Wirtschaftsforschung (ZEW) |
Subject: | Vector STAR model | starting-values | optimization heuristics | grid search | estimation | non-linearieties |
Series: | ZEW Discussion Papers ; 13-076 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 770474543 [GVK] hdl:10419/85258 [Handle] RePEc:zbw:zewdip:13076 [RePEc] |
Classification: | C32 - Time-Series Models ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques |
Source: |
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Finding starting-values for the estimation of vector STAR models
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