On the identification of multivariate correlated unobserved components models (Q1667981)
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scientific article; zbMATH DE number 6929966
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| default for all languages | No label defined |
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| English | On the identification of multivariate correlated unobserved components models |
scientific article; zbMATH DE number 6929966 |
Statements
On the identification of multivariate correlated unobserved components models (English)
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31 August 2018
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unobserved components models
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identification
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VARMA
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0.7514937520027161
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0.7296470403671265
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0.7256134748458862
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0.7187045216560364
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0.7152669429779053
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