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~type_genre:"Aufsatz in Zeitschrift"
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Block-Vandermonde eigenvectors of block-companion state-transition matrix of state-space representation
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Economic and financial modeling techniques in the frequency domain
Taub, Bart
- In:
Economic theory bulletin
7
(
2019
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012108598
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2
Inconspicuousness and obfuscation : how large shareholders dynamically manipulate output and information for trading purposes
Taub, Bart
- In:
Annals of finance
14
(
2018
)
4
,
pp. 429-464
Persistent link: https://www.econbiz.de/10012268311
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3
Vector autoregressive moving average identification for macroeconomic modeling : a new methodology
Poskitt, Donald Stephen
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 468-484
Persistent link: https://www.econbiz.de/10011704730
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4
Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data
Zadrozny, Peter A.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 438-446
Persistent link: https://www.econbiz.de/10011704992
Saved in:
5
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
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