Estimation for Partially Nonstationary Multivariate Autoregressive Models (Q3485770): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
label / en | label / en | ||
Estimation for Partially Nonstationary Multivariate Autoregressive Models | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
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 | |||
links / mardi / name | links / mardi / name | ||
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
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