Mixed frequency structural vector auto-regressive models (Q6660627)
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scientific article; zbMATH DE number 7964978
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed frequency structural vector auto-regressive models |
scientific article; zbMATH DE number 7964978 |
Statements
Mixed frequency structural vector auto-regressive models (English)
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10 January 2025
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estimation
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identification
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impulse response function
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mixed frequency data
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structural vector auto-regression
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temporal aggregation
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