Extended Yule-Walker identification of Varma models with single- or mixed-frequency data
Peter A. Zadrosny (U.S. Bureau of Labor Statistics)
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Zadrosny, Peter A. |
| Publisher: |
Washington, DC : U.S. Department of Labor, U.S. Bureau of Labor Statistics, Office of Prices and Living Conditions |
| Subject: | block-Vandermonde eigenvectors of block-companion state-transition matrix of state-space representation | matrix spectral factorization | Theorie | Theory | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Lineare Algebra | Linear algebra | Zustandsraummodell | State space model | ARMA-Modell | ARMA model |
| Extent: | 1 Online-Ressource (circa 28 Seiten) |
|---|---|
| Series: | BLS working papers. - Washington, DC, ZDB-ID 2105190-2. - Vol. 485 (April 2016) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011539924