Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications
Work
Year: 2018
Type: article
Abstract: Restricted versions of the cointegrated vector autoregression are usually estimated using switching algorithms. These algorithms alternate between two sets of variables but can be slow to converge. A... more
Author Jurgen A. Doornik
Cites: 24
Cited by: 3
Related to: 10
FWCI: 0.305
Citation percentile (by year/subfield): 51.24
Subfield: Control and Systems Engineering
Field: Engineering
Domain: Physical Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: hybrid
APC paid (est): $3,400
Grant ID 20029822