Estimation and forecasting in vector autoregressive moving average models for rich datasets

Author:

Dias Gustavo Fruet,Kapetanios George

Funder

Danish National Research Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference46 articles.

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4. A complete varma modelling methodology based on scalar components;Athanasopoulos;J. Time Series Anal.,2008

5. Large bayesian vector auto regressions;Bańbura;J. Appl. Econometrics,2010

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