VAR analysis, nonfundamental representations, Blaschke matrices (Q1341215)

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VAR analysis, nonfundamental representations, Blaschke matrices
scientific article

    Statements

    title
    VAR analysis, nonfundamental representations, Blaschke matrices (English)
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    author
    Marco Lippi
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    Lucrezia Reichlin
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    publication date
    18 June 1995
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    zbMATH Keywords
    Blaschke matrices
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    nonfundamentalness
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    alternative impulse-response functions
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    ARMA structures
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    structural VAR
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    91B84
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    zbMATH DE Number
    706593
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