Structural analysis with multivariate autoregressive index models (Q281034): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F15 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6578659 / rank | |||
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large datasets | |||
| Property / zbMATH Keywords: large datasets / rank | |||
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multivariate autoregressive index models | |||
| Property / zbMATH Keywords: multivariate autoregressive index models / rank | |||
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reduced rank regressions | |||
| Property / zbMATH Keywords: reduced rank regressions / rank | |||
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Bayesian VARs | |||
| Property / zbMATH Keywords: Bayesian VARs / rank | |||
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factor models | |||
| Property / zbMATH Keywords: factor models / rank | |||
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forecasting | |||
| Property / zbMATH Keywords: forecasting / rank | |||
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structural analysis | |||
| Property / zbMATH Keywords: structural analysis / rank | |||
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Revision as of 17:34, 27 June 2023
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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