Pages that link to "Item:Q2826003"
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The following pages link to MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION (Q2826003):
Displayed 4 items.
- Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
- A new approach for estimating VAR systems in the mixed-frequency case (Q779695) (← links)
- Nowcasting with large Bayesian vector autoregressions (Q2106382) (← links)
- Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741) (← links)