Noncausal vector AR processes with application to economic time series
Richard A. Davis, Li Song
| Year of publication: |
2020
|
|---|---|
| Authors: | Davis, Richard A. ; Li, Song |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 216.2020, 1, p. 246-267
|
| Subject: | Non-Gaussian | Noncausal | Vector autoregressive model | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Theorie | Theory | Kausalanalyse | Causality analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.01.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012439692