Identification and estimation of structural VARMA models using higher order dynamics
Carlos Velasco
| Year of publication: |
2023
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|---|---|
| Authors: | Velasco, Carlos |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 3, p. 819-832
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| Subject: | Causality | Higher-order spectra | Independence of components | Invertibility | Minimum distance | Rank condition | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Nichtparametrisches Verfahren | Nonparametric statistics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2075000 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448441