Vector autoregressive moving average identification for macroeconomic modeling : a new methodology

D.S. Poskitt

Year of publication:	June 2016
Authors:	Poskitt, Donald Stephen
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 2, p. 468-484
Subject:	Canonical correlations \| Cointegration \| Echelon form \| Instrumental variables \| Kronecker invariants \| Spectral factorization \| Zeitreihenanalyse \| Time series analysis \| Kointegration \| VAR-Modell \| VAR model \| ARMA-Modell \| ARMA model \| Schätztheorie \| Estimation theory \| Korrelation \| Correlation \| Makroökonomik \| Macroeconomics \| IV-Schätzung

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