Structural analysis with multivariate autoregressive index models (Q281034): Difference between revisions
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Revision as of 02:19, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural analysis with multivariate autoregressive index models |
scientific article |
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Structural analysis with multivariate autoregressive index models (English)
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10 May 2016
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large datasets
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multivariate autoregressive index models
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reduced rank regressions
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Bayesian VARs
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factor models
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forecasting
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structural analysis
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