Supplement To 'Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets'

The online Supplement presents the proof the auxiliary Lemmas 1-6, the entire set of tables with results from the Monte Carlo and the empirical studies, and further discussion on selected topics.Full paper is available at: 'https://ssrn.com/abstract=2707176' https://ssrn.com/abstract=2707176

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Year of publication:	2017
Authors:	Fruet Dias, Gustavo
Other Persons:	Kapetanios, George (contributor)
Publisher:	[2017]: [S.l.] : SSRN
Subject:	VAR-Modell \| VAR model \| Prognoseverfahren \| Forecasting model \| Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis \| ARMA-Modell \| ARMA model \| Schätzung \| Estimation

Extent:	1 Online-Ressource (64 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 29, 2017 erstellt
Other identifiers:	10.2139/ssrn.2830838 [DOI]
Classification:	C13 - Estimation ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; C63 - Computational Techniques ; E0 - Macroeconomics and Monetary Economics. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012968328