Identifiability and estimation of structural vector autoregressive models for subsampled and mixed-frequency time series (Q4973625)
From MaRDI portal
scientific article; zbMATH DE number 7138239
Language | Label | Description | Also known as |
---|---|---|---|
English | Identifiability and estimation of structural vector autoregressive models for subsampled and mixed-frequency time series |
scientific article; zbMATH DE number 7138239 |
Statements
Identifiability and estimation of structural vector autoregressive models for subsampled and mixed-frequency time series (English)
0 references
28 November 2019
0 references
mixed frequency
0 references
non-Gaussian error
0 references
structural vector autoregressive model
0 references
subsampling
0 references
time series
0 references