Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054)
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scientific article; zbMATH DE number 6578668
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Vector autoregressive moving average identification for macroeconomic modeling: a new methodology |
scientific article; zbMATH DE number 6578668 |
Statements
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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0.8169550895690918
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0.811179518699646
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0.8070299625396729
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0.8052893280982971
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0.7989493608474731
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