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Basic properties of restricted linear spaces

✍ Scribed by Jim Totten

Publisher: Elsevier Science
Year: 1975
Tongue: English
Weight: 949 KB
Volume: 13
Category: Article
ISSN: 0012-365X
DOI: 10.1016/0012-365x(75)90087-4

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## Abstract This paper presents a methodology for modelling and forecasting multivariate time series with linear restrictions using the constrained structural state‐space framework. The model has natural applications to forecasting time series of macroeconomic/financial identities and accounts. The