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

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 62H20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6578668
@@ Property / zbMATH DE Number: 6578668 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+canonical correlations
@@ Property / zbMATH Keywords: canonical correlations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cointegration
@@ Property / zbMATH Keywords: cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+echelon form
@@ Property / zbMATH Keywords: echelon form / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+instrumental variables
@@ Property / zbMATH Keywords: instrumental variables / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Kronecker invariants
@@ Property / zbMATH Keywords: Kronecker invariants / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+spectral factorization
@@ Property / zbMATH Keywords: spectral factorization / rank @@
+Normal rank

Revision as of 17:34, 27 June 2023