Estimation for Partially Nonstationary Multivariate Autoregressive Models (Q3485770): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
 
label / enlabel / en
 
Estimation for Partially Nonstationary Multivariate Autoregressive Models
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.2307/2290020 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W4256483213 / rank
 
Normal rank
Property / title
 
Estimation for Partially Nonstationary Multivariate Autoregressive Models (English)
Property / title: Estimation for Partially Nonstationary Multivariate Autoregressive Models (English) / rank
 
Normal rank

Latest revision as of 21:04, 19 March 2024

scientific article
Language Label Description Also known as
English
Estimation for Partially Nonstationary Multivariate Autoregressive Models
scientific article

    Statements

    0 references
    0 references
    1990
    0 references
    nonstationary vector autoregressive process
    0 references
    autoregressive model
    0 references
    roots
    0 references
    unit circle
    0 references
    error correction models
    0 references
    co-integration
    0 references
    Jordan canonical form
    0 references
    least squares parameter estimators
    0 references
    Gaussian partial reduced rank estimation procedure
    0 references
    two-step reduced rank estimation procedure
    0 references
    finite sample properties
    0 references
    Monte Carlo sampling
    0 references
    Estimation for Partially Nonstationary Multivariate Autoregressive Models (English)
    0 references

    Identifiers