Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054)
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English | Vector autoregressive moving average identification for macroeconomic modeling: a new methodology |
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Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (English)
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10 May 2016
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canonical correlations
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cointegration
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echelon form
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instrumental variables
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Kronecker invariants
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spectral factorization
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