VAR analysis, nonfundamental representations, Blaschke matrices
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Publication:1341215
DOI10.1016/0304-4076(93)01570-CzbMath0814.62078MaRDI QIDQ1341215
Marco Lippi, Lucrezia Reichlin
Publication date: 18 June 1995
Published in: Journal of Econometrics (Search for Journal in Brave)
structural VARalternative impulse-response functionsARMA structuresBlaschke matricesnonfundamentalness
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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