Showing 1 - 10 of 17
Persistent link: https://www.econbiz.de/10011852823
Persistent link: https://www.econbiz.de/10011890847
Persistent link: https://www.econbiz.de/10012229655
Persistent link: https://www.econbiz.de/10011812402
Persistent link: https://www.econbiz.de/10014439800
Persistent link: https://www.econbiz.de/10013166057
Persistent link: https://www.econbiz.de/10013550169
Persistent link: https://www.econbiz.de/10003653126
A causal vector autoregressive (CVAR) model is introduced for weakly stationary multivariate processes, combining a recursive directed graphical model for the contemporaneous components and a vector autoregressive model longitudinally. Block Cholesky decomposition with varying block sizes is...
Persistent link: https://www.econbiz.de/10014281492
Persistent link: https://www.econbiz.de/10011503173