Author:
Koelbl Lukas,Deistler Manfred
Funder
Austrian Science Fund
Oesterreichische Nationalbank
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference8 articles.
1. Anderson BDO, Deistler M, Felsenstein E, Funovits B, Koelbl L, Zamani M (2016) Multivariate AR systems and mixed frequency data: g-identifiability and estimation. Econom. Theory 32(4):793–826
2. Chen B, Zadrozny PA (1998) An extended yule-walker method for estimating a vector autoregressive model with mixed-frequency data. Adv. Econom. 13:47–73
3. Ghysels E, Sinko A, Valkanov R (2007) MIDAS regressions: further results and new directions. Econom. Rev. 26(1):53–90
4. Hannan EJ, Deistler M (2012) The statistical theory of linear systems. SIAM Classics in Applied Mathematics, Philadelphia
5. Higham JN (1989) Matrix nearness problems and applications. In: Gover M, Barnett S (eds) Applications of matrix theory. Oxford University Press, Oxford, pp 1–27
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献