Structural analysis with multivariate autoregressive index models (Q281034)
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scientific article; zbMATH DE number 6578659
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| English | Structural analysis with multivariate autoregressive index models |
scientific article; zbMATH DE number 6578659 |
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Structural analysis with multivariate autoregressive index models (English)
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10 May 2016
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large datasets
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multivariate autoregressive index models
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reduced rank regressions
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Bayesian VARs
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factor models
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forecasting
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structural analysis
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0.8075705170631409
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0.8011126518249512
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0.7844774127006531
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0.7679075598716736
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0.7653753161430359
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