Estimation of VAR Models Computational Aspects

Computational Economics

Volumn 21, Issue 1-2, 2003, Pages 3-22

  Foschi, Paolo ^a   Kontoghiorghes, Erricos J ^a  

^a UNIVERSITY OF NEUCHÂTEL   (Switzerland)

Author keywords

matrix factorizations; SURE model; vector autoregressive processes

Indexed keywords

EID: 0037375672     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1023/A:1022281319272     Document Type: Article

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