Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (Q2398979)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Noncausal vector autoregressive process: representation, identification and semi-parametric estimation |
scientific article |
Statements
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (English)
0 references
21 August 2017
0 references
multivariate noncausal process
0 references
identification
0 references
representation
0 references
semi-parametric estimation
0 references
generalized covariance estimator
0 references
speculative bubble
0 references
alternative investment
0 references
0 references
