Identifiability and estimation of structural vector autoregressive models for subsampled and mixed-frequency time series (Q4973625)
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scientific article; zbMATH DE number 7138239
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identifiability and estimation of structural vector autoregressive models for subsampled and mixed-frequency time series |
scientific article; zbMATH DE number 7138239 |
Statements
Identifiability and estimation of structural vector autoregressive models for subsampled and mixed-frequency time series (English)
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28 November 2019
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mixed frequency
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non-Gaussian error
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structural vector autoregressive model
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subsampling
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time series
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