A Fast Estimation Method for the Vector Autoregressive Moving Average Model With Exogenous Variables (Q3670515)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Fast Estimation Method for the Vector Autoregressive Moving Average Model With Exogenous Variables |
scientific article |
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1983
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large multivariate time series
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distributed lag models
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fast estimation
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linear regression
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vector ARMAX models
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dynamic systems
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A Fast Estimation Method for the Vector Autoregressive Moving Average Model With Exogenous Variables (English)
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