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

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-.1016/j.jeconom.2016.02.011
@@ Property / DOI: 10.1016/j.jeconom.2016.02.011 / rank @@
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+canonical correlations
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+cointegration
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+echelon form
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+instrumental variables
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+Kronecker invariants
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+spectral factorization
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+Stochastic theory of minimal realization
@@ Property / cites work: Stochastic theory of minimal realization / rank @@
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+Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
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+Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form
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+Estimation and Testing for Unit Roots in a Partially Nonstationary Vector Autoregressive Moving Average Model
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@@ Property / DOI @@
+.1016/J.JECONOM.2016.02.011
@@ Property / DOI: 10.1016/J.JECONOM.2016.02.011 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:281054