Alternative Maximum Likelihood Estimation of Structural Vector Autoregressive Models Partially Identified with Short-Run Restrictions

2013 ◽  
Vol 45 (2-3) ◽  
pp. 465-476
Author(s):  
KYUNGHO JANG
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Likelihood Estimation ◽  
Autoregressive Models ◽  
Vector Autoregressive Models ◽  
Vector Autoregressive ◽  
Short Run ◽  
Structural Vector

scholarly journals Peramalan Konsentrasi Particulate Matter 2.5 (PM2.5) menggunakan Model Vector Autoregressive dengan Metode Maximum Likelihood Estimation

2021 ◽  
Vol 6 (1) ◽  
pp. 1-12
Author(s):  
Budi Nurani Ruchjana ◽  
Atika Tresna Arianto ◽  
Kankan Parmikanti ◽  
Bambang Suhandi
Keyword(s):  
Particulate Matter ◽  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Likelihood Estimation ◽  
Vector Autoregressive ◽  
Particulate Matter 2.5

scholarly journals Nonlinear Structural Vector Autoregressive Models With Application to Directed Brain Networks

2019 ◽  
Vol 67 (20) ◽  
pp. 5325-5339 ◽  
Author(s):  
Yanning Shen ◽  
Georgios B. Giannakis ◽  
Brian Baingana
Keyword(s):  
Brain Networks ◽  
Autoregressive Models ◽  
Vector Autoregressive Models ◽  
Vector Autoregressive ◽  
Nonlinear Structural ◽  
Structural Vector
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