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
    0 references
    0 references
    0 references
    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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references