Open AccessEstimation of structural vector autoregressive models
Author(s) -
Helmut Lütkepohl
Publication year - 2017
Publication title -
communications for statistical applications and methods
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.326
H-Index - 6
eISSN - 2383-4757
pISSN - 2287-7843
DOI - 10.5351/csam.2017.24.5.421
Subject(s) - autoregressive model , frequentist inference , estimation , method of moments (probability theory) , mathematics , star model , bayesian probability , least squares function approximation , computer science , econometrics , mathematical optimization , statistics , autoregressive integrated moving average , bayesian inference , estimator , time series , management , economics
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