Vector autoregressive moving average identification for macroeconomic modeling : a new methodology
Year of publication: |
June 2016
|
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Authors: | Poskitt, Donald Stephen |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 2, p. 468-484
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Subject: | Canonical correlations | Cointegration | Echelon form | Instrumental variables | Kronecker invariants | Spectral factorization | VAR-Modell | VAR model | Kointegration | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Korrelation | Correlation |
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