Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2016.02.011
@@ Property / DOI: 10.1016/j.jeconom.2016.02.011 / rank @@
-Normal rank
@@ Property / cites work @@
+Stochastic theory of minimal realization
@@ Property / cites work: Stochastic theory of minimal realization / rank @@
+Normal rank
@@ Property / cites work @@
+Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
+Normal rank
@@ Property / cites work @@
+Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form
+Normal rank
@@ Property / cites work @@
+A complete VARMA modelling methodology based on scalar components
+Normal rank
@@ Property / cites work @@
+ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS
+Normal rank
@@ Property / cites work @@
+USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS
+Normal rank
@@ Property / cites work @@
+Q4141183
@@ Property / cites work: Q4141183 / rank @@
+Normal rank
@@ Property / cites work @@
+A canonical analysis of multiple time series
@@ Property / cites work: A canonical analysis of multiple time series / rank @@
+Normal rank
@@ Property / cites work @@
+Business cycle analysis without much theory: A look at structural VARs
+Normal rank
@@ Property / cites work @@
+Q5229999
@@ Property / cites work: Q5229999 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency and relative efficiency of subspace methods
+Normal rank
@@ Property / cites work @@
+Forecasting and conditional projection using realistic prior distributions
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+ARMA models, their Kronecker indices and their McMillan degree
+Normal rank
@@ Property / cites work @@
+Non-linear time series regression
@@ Property / cites work: Non-linear time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039983
@@ Property / cites work: Q4039983 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate linear time series models
@@ Property / cites work: Multivariate linear time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive estimation of mixed autoregressive-moving average order
+Normal rank
@@ Property / cites work @@
+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Making a match: combining theory and evidence in policy-oriented macroeconomic modeling
+Normal rank
@@ Property / cites work @@
+A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of projections with applications to stochastic regression problems
+Normal rank
@@ Property / cites work @@
+Q5312885
@@ Property / cites work: Q5312885 / rank @@
+Normal rank
@@ Property / cites work @@
+Identification of echelon canonical forms for vector linear processes using least squares
+Normal rank
@@ Property / cites work @@
+A Note on the Specification and Estimation of ARMAX Systems
+Normal rank
@@ Property / cites work @@
+ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS
+Normal rank
@@ Property / cites work @@
+Elements of multivariate time series analysis.
@@ Property / cites work: Elements of multivariate time series analysis. / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal instrumental variable estimates of the AR parameters of an ARMA process
+Normal rank
@@ Property / cites work @@
+Q3468494
@@ Property / cites work: Q3468494 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4839930
@@ Property / cites work: Q4839930 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Time Series Analysis and the Final Form of Econometric Models
+Normal rank
@@ Property / cites work @@
+Factorization of the Covariance Generating Function of a Pure Moving Average Process
+Normal rank
@@ Property / cites work @@
+Estimation and Testing for Unit Roots in a Partially Nonstationary Vector Autoregressive Moving Average Model
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2016.02.011
@@ Property / DOI: 10.1016/J.JECONOM.2016.02.011 / rank @@
+Normal rank