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Structural VAR
Time series analysis
8
Zeitreihenanalyse
8
Spectral factorization
7
VAR model
6
VAR-Modell
6
Theorie
5
Theory
5
matrix spectral factorization
5
ARMA model
4
ARMA-Modell
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Linear algebra
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Lineare Algebra
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State space model
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Zustandsraummodell
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Estimation theory
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Schätztheorie
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block-Vandermonde eigenvectors of block-companion state-transition matrix of state-space representation
3
Continuous time stochastic control
2
Error bound
2
Fourier transform methods
2
Frequency domain
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Jordan product
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Level set
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Long-run identification
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Merit function
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Non-parametric estimation
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Second-order cone
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Stochastic process
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Stochastischer Prozess
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block-Vandermonde eigenvectors of block-companion state-transition
2
matrix of state-space representation
2
Aktionäre
1
Block-Vandermonde eigenvectors of block-companion state-transition matrix of state-space representation
1
Canonical correlations
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Cointegration
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Correlation
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Dynamic obfuscation
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Echelon form
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Eigentümerstruktur
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Mertens, Elmar
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Journal of Economic Dynamics and Control
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Journal of economic dynamics & control
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Are spectral estimators useful for long-run restrictions in SVARs?
Mertens, Elmar
- In:
Journal of Economic Dynamics and Control
36
(
2012
)
12
,
pp. 1831-1844
, this paper uses a
spectral
factorization
to ensure a correct representation of the data's variance. But this cannot …
Persistent link: https://www.econbiz.de/10010580802
Saved in:
2
Are spectral estimators useful for long-run restrictions in SVARs?
Mertens, Elmar
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1831-1844
Persistent link: https://www.econbiz.de/10009701923
Saved in:
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