Structural information in recursive VAR orderings (Q671539)
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scientific article; zbMATH DE number 983360
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| default for all languages | No label defined |
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| English | Structural information in recursive VAR orderings |
scientific article; zbMATH DE number 983360 |
Statements
Structural information in recursive VAR orderings (English)
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27 February 1997
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Vector autoregression
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Moving average representation
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Cholesky decomposition
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Wold causal chain
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0.7916070818901062
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0.787043035030365
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0.7700979709625244
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0.7697128057479858
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0.7689719796180725
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