MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION
Anderson, Brian D.O., Deistler, Manfred, Felsenstein, Elisabeth, Funovits, Bernd, Koelbl, Lukas, Zamani, Mohsen
Published in Econometric theory (01.08.2016)
Published in Econometric theory (01.08.2016)
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Identifiability of Structural Singular Vector Autoregressive Models
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Journal Article