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  • Search: subject:"High dimensional vector autoregression"
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Subject
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Causality analysis 1 Decomposition method 1 Dekompositionsverfahren 1 Estimation 1 Estimation theory 1 Kaufkraftparität 1 Kausalanalyse 1 Purchasing power parity 1 Schätztheorie 1 Schätzung 1 Time series analysis 1 VAR model 1 VAR-Modell 1 Zeitreihenanalyse 1 causality 1 data frequency 1 high dimensional vector autoregression 1 spillover 1 variance decomposition 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Nagayasu, Jun 1
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Data science and service research discussion paper 1
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ECONIS (ZBW) 1
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Causal and frequency analyses of purchasing power parity
Nagayasu, Jun - 2021
Persistent link: https://www.econbiz.de/10013357234
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