Linear transformations of vector ARMA processes
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Cites work
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Cited in
(21)- Methods for quarterly disaggregation without indicators; a comparative study using simulation
- Aggregation of linear dynamic microeconomic models
- VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS
- On the dynamic shape of aggregated error correction models
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- Structural analysis with multivariate autoregressive index models
- Geometric and long run aspects of Granger causality
- An extended portmanteau test for VARMA models with mixing nonlinear constraints
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