Classical time varying factor-augmented vector auto-regressive models -- estimation, forecasting and structural analysis (Q6656244)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Classical time varying factor-augmented vector auto-regressive models -- estimation, forecasting and structural analysis |
scientific article; zbMATH DE number 7961268
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Classical time varying factor-augmented vector auto-regressive models -- estimation, forecasting and structural analysis |
scientific article; zbMATH DE number 7961268 |
Statements
Classical time varying factor-augmented vector auto-regressive models -- estimation, forecasting and structural analysis (English)
0 references
2 January 2025
0 references
factor-augmented vector auto-regressive models
0 references
forecasting
0 references
monetary transmission
0 references
time varying parameters
0 references