AN EXTENDED YULE-WALKER METHOD FOR ESTIMATING A VECTOR AUTOREGRESSIVE MODEL WITH MIXED-FREQUENCEY DATA
| Year of publication: |
1999
|
|---|---|
| Authors: | Chen, Baoline ; Zadrozny, Peter A. |
| Published in: |
Messy data : missing observations, outliers, and mixed-frequency data. - Bingley, U.K : Emerald, ISBN 978-1-84950-823-0. - 1999, p. 47-73
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| Subject: | Theorie | Theory | VAR-Modell | VAR model | Schätzung | Estimation | Zustandsraummodell | State space model | Nationaleinkommen | National income | IV-Schätzung | Instrumental variables | Erwerbstätigkeit | Employment |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1108/S0731-9053(1999)0000013005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015390738