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Three Essays on Identification and Dimension Reduction in Vector Autoregressive Models

Three Essays on Identification and Dimension Reduction in Vector Autoregressive Models

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BERTSCHE, Dominik, 2020. Three Essays on Identification and Dimension Reduction in Vector Autoregressive Models [Dissertation]. Konstanz: University of Konstanz

@phdthesis{Bertsche2020Three-49403, title={Three Essays on Identification and Dimension Reduction in Vector Autoregressive Models}, year={2020}, author={Bertsche, Dominik}, address={Konstanz}, school={Universität Konstanz} }

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