Estimation of VAR models: computational aspects
type: Item
instance of: scholarly article
title: Estimation of VAR models: computational aspects
zbMATH Open document ID: 1013.62091
DOI: 10.1023/A:1022281319272
author: Paolo Foschi
author: Erricos J. Kontoghiorghes
published in: Computational Economics
publication date: 2003-06-18T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 15A23
zbMATH DE Number: 1930253
zbMATH Keywords: vector autoregressive processes
zbMATH Keywords: SURE model
zbMATH Keywords: matrix factorizations
MaRDI profile type: Publication
full work available at URL: a:1022281319272
OpenAlex ID: W1561673690
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description: scientific article; zbMATH DE number 1930253