Estimation of VAR models: computational aspects (Q1812107)
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scientific article; zbMATH DE number 1930253
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of VAR models: computational aspects |
scientific article; zbMATH DE number 1930253 |
Statements
Estimation of VAR models: computational aspects (English)
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18 June 2003
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vector autoregressive processes
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SURE model
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matrix factorizations
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0.8787389
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0.87482536
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0.87063235
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0.8701971
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