Specifying and estimating vector autoregressions using their eigensystem representation
Leo Krippner
| Year of publication: |
2024
|
|---|---|
| Authors: | Krippner, Leo |
| Subject: | Companion matrix | Eigenvalues | Eigenvectors | Vector autoregression (VAR) | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2024.111811 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015078238