A computationally efficient method for vector autoregression with mixed frequency data (Q726603)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A computationally efficient method for vector autoregression with mixed frequency data |
scientific article; zbMATH DE number 6603060
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A computationally efficient method for vector autoregression with mixed frequency data |
scientific article; zbMATH DE number 6603060 |
Statements
A computationally efficient method for vector autoregression with mixed frequency data (English)
0 references
12 July 2016
0 references
VAR
0 references
Kalman filter
0 references
Bayesian
0 references
0 references
0 references
