Singular vector autoregressions

DOI10.1016/J.JECONOM.2026.106255MaRDI QIDQ7296576zbMATH OpenFDO

Authors Eric Eisenstat, Rodney W. Strachan

Publication date 14 July 2026

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2026.106255

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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