Pages that link to "Item:Q2826003"
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The following pages link to Multivariate AR systems and mixed frequency data: G-identifiability and estimation (Q2826003):
Displaying 7 items.
- Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
- The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case (Q281040) (← links)
- Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data (Q726604) (← links)
- A new approach for estimating VAR systems in the mixed-frequency case (Q779695) (← links)
- Nowcasting with large Bayesian vector autoregressions (Q2106382) (← links)
- Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741) (← links)
- Filtering-based recursive least squares estimation approaches for multivariate equation-error systems by using the multiinnovation theory (Q6494697) (← links)