A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models
Work
Year: 2011
Type: article
Abstract: Recently, there has been a renewed interest in modeling economic time series by vector autoregressive moving-average models. However, this class of models has been unpopular in practice because of est... more
Source: Econometric Reviews
Author Christian Kascha
Institution University of Zurich
Cites: 38
Cited by: 50
Related to: 10
FWCI: 3.305
Citation percentile (by year/subfield): 96.2
Subfield: Control and Systems Engineering
Field: Engineering
Domain: Physical Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green