Forecasting with a noncausal VAR model
type: Item
instance of: scholarly article
title: Forecasting with a noncausal VAR model
zbMATH Open document ID: 1506.62141
author: Henri Nyberg
author: Pentti Saikkonen
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
full work available at URL: http://hdl.handle.net/10138/223796
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6983994
zbMATH Keywords: noncausal vector autoregression
zbMATH Keywords: forecasting
zbMATH Keywords: simulation
zbMATH Keywords: importance sampling
zbMATH Keywords: inflation
MaRDI profile type: Publication
OpenAlex ID: W2106337103
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DOI: 10.1016/J.CSDA.2013.10.014
description: scientific article; zbMATH DE number 6983994