VAR analysis, nonfundamental representations, blaschke matrices-Reference-Cited by-同舟云学术

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VAR analysis, nonfundamental representations, blaschke matrices

Published:1994-07 Issue:1 Volume:63 Page:307-325
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Lippi Marco,Reichlin Lucrezia

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference9 articles.

1. Rational expectations in stationary linear models;Futia;Econometrica,1981

2. Multiple time series;Hannan,1970

3. Formulating and estimating dynamic linear rational expectations models;Hansen;Journal of Economic Dynamics and Control,1980

4. Two difficulties in interpreting vector autoregressions;Hansen,1991

5. Diffusion of technical change and the identification of the trend component in real GNP;Lippi,1991

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