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Structural vector autoregressive analysis for cointegrated variables

✍ Scribed by Lütkepohl, Helmut

Publisher
Springer
Year
2006
Tongue
German
Weight
813 KB
Volume
90
Category
Article
ISSN
0002-6018

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A method for extracting modal parameters of vibrating structures by using a vector autoregressive (ARV) time series model has been developed. The mathematical theory of a vector ARMA model, which includes a Green function matrix, a correlation function matrix and a spectral density matrix, is presen