Dynamic analyses using VAR model with mixed frequency data through observable representation
Yun-Yeong Kim
| Year of publication: |
2016
|
|---|---|
| Authors: | Kim, Yun-Yeong |
| Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 1385036-2. - Vol. 32.2016, 1, p. 41-75
|
| Subject: | VAR Model | Mixed Frequency Observation Data | Observable Representation | CMD Estimation | Dynamic Analyses | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011649329