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Q4947391 - MaRDI portal

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scientific article; zbMATH DE number 1432780
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scientific article; zbMATH DE number 1432780

    Statements

    author
    Mario Forni
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    Marco Lippi
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    publication date
    17 April 2000
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    Mathematics Subject Classification ID
    91B84
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    91-02
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    91B64
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    zbMATH DE Number
    1432780
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    zbMATH Keywords
    aggregation of time series
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    common components
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    Granger causality
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    microeconomic parameters
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    VAR
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    Wold decomposition
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