Reducing the state space dimension in a large TVP-VAR (Q2190242)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Reducing the state space dimension in a large TVP-VAR |
scientific article |
Statements
Reducing the state space dimension in a large TVP-VAR (English)
0 references
18 June 2020
0 references
large VAR
0 references
time varying parameter
0 references
reduced rank covariance matrix
0 references
0 references
0 references
0 references