Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics

DOI10.1080/07350015.2022.2075000arXiv2009.04428OpenAlexW3083985623MaRDI QIDQ6190694

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Publication date: 6 March 2024

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.04428

zbMATH Keywords

higher-order spectracausalityinvertibilityminimum distancerank conditionindependence of components

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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