Multivariate AR systems and mixed frequency data : G-identifiability and estimation
Brian D.O. Anderson, Manfred Deistler, Elisabeth Felsenstein, Bernd Funovits, Lukas Koelbl, Mohsen Zamani
| Year of publication: |
August 2016
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|---|---|
| Authors: | Anderson, Brian D. O. ; Deistler, Manfred ; Felsenstein, Elisabeth ; Funovits, Bernd ; Koelbl, Lukas ; Zamani, Mohsen |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 32.2016, 4, p. 793-826
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| Subject: | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |