An extended Yule-Walker method for estimating a vector autoregressive model with mixed-frequencey data
Baoline Chen and Peter A. Zadrozny
| Year of publication: |
1998
|
|---|---|
| Authors: | Chen, Baoline ; Zadrozny, Peter A. |
| Published in: |
Advances in econometrics. - Bingley [u.a.] : Emerald, ISSN 0731-9053, ZDB-ID 721039-5. - Vol. 13.1998, p. 47-73
|
| Subject: | VAR-Modell | VAR model | Schätzung | Estimation | Erwerbstätigkeit | Employment | Nationaleinkommen | National income | Theorie | Theory | USA | United States | Zustandsraummodell | State space model | IV-Schätzung | Instrumental variables | 1948-1988 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Advances in econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001353453