Business cycle analysis and VARMA models (Q2271626): Difference between revisions

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+W2030997496
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+Finite sample properties of estimators for autoregressive moving average models
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+ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS
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+Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs
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+Estimating cointegrated systems using subspace algorithms
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+Business cycle analysis without much theory: A look at structural VARs
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+Problems with the estimation of moving average processes
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+Consistency and relative efficiency of subspace methods
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+The Fitting of Time-Series Models
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+Resultants of matrix polynomials
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+Q4039983
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+A method for autoregressive-moving average estimation
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+Recursive estimation of mixed autoregressive-moving average order
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+Technology shocks and the business cycle: On empirical investigation
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+A note on an iterative least-squares estimation method for ARMA and VARMA models
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+On the resultant property of the Fisher information matrix of a vector ARMA process
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+Exact Maximum Likelihood Estimation of Stationary Vector ARMA Models
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+Exact maximum likelihood estimation of structured or unit root multivariate time series models
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+SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
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