Estimating the Kronecker indices of cointegrated echelon‐form VARMA models

DOI10.1111/1368-423X.11005MaRDI QIDQ6166854

Unnamed Author, Helmut Lütkepohl

Publication date: 7 July 2023

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

echelon formKronecker indicesVARMA modelscointegrations

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Exact maximum likelihood estimation of structured or unit root multivariate time series models

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