Estimation of VAR systems from mixed-frequency data : the stock and the flow case
Lukas Koelbl, Alexander Braumann, Elisabeth Felsenstein and Manfred Deistler
| Year of publication: |
2016
|
|---|---|
| Authors: | Koelbl, Lukas ; Braumann, Alexander ; Felsenstein, Elisabeth ; Deistler, Manfred |
| Published in: |
Dynamic factor models. - Bingley : Emerald, ISBN 978-1-78560-353-2. - 2016, p. 43-73
|
| Subject: | VAR-Modell | VAR model | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011448655