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Estimating the Kronecker indices of cointegrated echelon‐form VARMA models - MaRDI portal

Estimating the Kronecker indices of cointegrated echelon‐form VARMA models (Q6166854)

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scientific article; zbMATH DE number 7708413
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English
Estimating the Kronecker indices of cointegrated echelon‐form VARMA models
scientific article; zbMATH DE number 7708413

    Statements

    Estimating the Kronecker indices of cointegrated echelon‐form VARMA models (English)
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    7 July 2023
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    cointegrations
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    echelon form
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    Kronecker indices
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    VARMA models
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