Estimation and forecasting in vector autoregressive moving average models for rich datasets
Gustavo Fruet Dias, George Kapetanios
| Year of publication: |
January 2018
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|---|---|
| Authors: | Dias, Gustavo Fruet ; Kapetanios, George |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 202.2018, 1, p. 75-91
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| Subject: | VARMA | Weak VARMA | Iterative ordinary least squares (IOLS) estimator | Asymptotic contraction mapping | Forecasting | Rich and large datasets | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model | VAR-Modell | VAR model | Kleinste-Quadrate-Methode | Least squares method | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.06.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974554