Coefficient Matrices Computation of Structural Vector Autoregressive Model
classification
💻 cs.NA
cs.NAstat.CO
keywords
autoregressivecoefficientmatricesmethodmodelstructuralvectorcholesky
read the original abstract
In this paper we present the Large Inverse Cholesky (LIC) method, an efficient method for computing the coefficient matrices of a Structural Vector Autoregressive (SVAR) model.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.