Estimation of VAR models: computational aspects (Q1812107)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of VAR models: computational aspects |
scientific article |
Statements
Estimation of VAR models: computational aspects (English)
0 references
18 June 2003
0 references
vector autoregressive processes
0 references
SURE model
0 references
matrix factorizations
0 references
