Identification and estimation of structural VARMA models using higher order dynamics
Year of publication: |
2023
|
---|---|
Authors: | Velasco, Carlos |
Subject: | Causality | Higher-order spectra | Independence of components | Invertibility | Minimum distance | Rank condition | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
-
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik, (2023)
-
Macroeconomic link to Indian capital market : a post-liberalization evidence
Ray, Hirak, (2014)
-
Kling, Gerhard, (2017)
- More ...
-
Autocorrelation-robust inference
Robinson, Peter M., (1996)
-
Distribution-free specification tests for dynamic linear models
Delgado, Miguel A, (2009)
-
Fractional Cointegration Rank Estimation
Lasak, Katarzyna, (2014)
- More ...