Pages that link to "Item:Q281054"
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The following pages link to Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054):
Displaying 6 items.
- Model specification and selection for multivariate time series (Q2293377) (← links)
- A complete VARMA modelling methodology based on scalar components (Q3552837) (← links)
- Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages (Q6107231) (← links)
- Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation (Q6554226) (← links)
- Identification of canonical models for vectors of time series: a subspace approach (Q6579386) (← links)
- Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application (Q6620935) (← links)