Conditional forecasting with a multivariate time series model
β Scribed by H.S. Van Der Knoop
- Book ID
- 116100117
- Publisher
- Elsevier Science
- Year
- 1986
- Tongue
- English
- Weight
- 233 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0165-1765
No coin nor oath required. For personal study only.
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## Abstract This paper presents a methodology for modelling and forecasting multivariate time series with linear restrictions using the constrained structural stateβspace framework. The model has natural applications to forecasting time series of macroeconomic/financial identities and accounts. The