Fitting constrained vector autoregression models
Year of publication: |
2015
|
---|---|
Authors: | McElroy, Tucker ; Findley, David F. |
Published in: |
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]. - Cham : Springer, ISBN 978-3-319-03121-7. - 2015, p. 451-470
|
Subject: | VAR-Modell | VAR model | Schätztheorie | Estimation theory |
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