Non-identifiability of VMA and VARMA systems in the mixed frequency case

Deistler, Manfred; Koelbl, Lukas and Anderson, Brian D.O. (2017) Non-identifiability of VMA and VARMA systems in the mixed frequency case. Econometrics and Statistics, 4, pp. 31-38. https://doi.org/10.1016/j.ecosta.2016.11.006

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Item Type:	Article in Academic Journal
Keywords:	VARMA, VMA, Mixed frequency, Non-identifiability
Date Deposited:	09 Oct 2018 08:22
Last Modified:	04 Feb 2025 15:14
DOI:	10.1016/j.ecosta.2016.11.006
ISSN:	2452-3062
URI:	https://irihs.ihs.ac.at/id/eprint/4787

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