Lecture: On (Static) Linear Transformations of VAR Models

Master data
Title: On (Static) Linear Transformations of VAR Models
Description:
Keywords:
Type: Registered lecture
Homepage: https://www.ihs.ac.at/events/conference-series/time-series-workshops/time-series-workshop-2024/
Event: 6th Vienna Workshop on High-Dimensional Times Series in Macroeconomics and Finance (Wien)
Date: 17.05.2024
lecture status: stattgefunden (Präsenz)

Assignment
Organisation Address
Fakultät für Wirtschafts- und Rechtswissenschaften
  Institut für Volkswirtschaftslehre
  Makroökonomik und Quantitative Wirtschaftsforschung
Universitätsstr. 65-67
A-9020 Klagenfurt
Austria
To organisation
Universitätsstr. 65-67
AT - A-9020  Klagenfurt

Categorisation
Subject areas
  • 502025 - Econometrics
  • 502051 - Economic statistics
  • 101029 - Mathematical statistics
  • 502018 - Macroeconomics
  • 102035 - Data science
  • 502053 - Economics
Research Cluster No research Research Cluster selected
Focus of lecture
  • Science to Science (Quality indicator: n.a.)
Classification raster of the assigned organisational units:
Group of participants
  • Mainly international
Published?
  • No
working groups No working group selected

Cooperations
Organisation Address
Universität Bielefeld
Postfach 10 01 31
33501 Bielefeld
Germany
Postfach 10 01 31
DE - 33501  Bielefeld