A computationally efficient method for vector autoregression with mixed frequency data
Hang Qian
| Year of publication: |
August 2016
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|---|---|
| Authors: | Qian, Hang |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 193.2016, 2, p. 433-437
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| Subject: | VAR | Kalman filter | Bayesian | VAR-Modell | VAR model | Theorie | Theory | Zustandsraummodell | State space model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.04.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704991