Specifying and estimating vector autoregressions using their eigensystem representation (Q6594846)
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scientific article; zbMATH DE number 7903193
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| English | Specifying and estimating vector autoregressions using their eigensystem representation |
scientific article; zbMATH DE number 7903193 |
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Specifying and estimating vector autoregressions using their eigensystem representation (English)
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29 August 2024
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vector autoregression (VAR)
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companion matrix
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eigenvalues
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eigenvectors
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