UFII Seminar Series: Invited Speaker Tucker McElroy, U.S. Census Bureau
UFII Seminar Series: Invited Speaker Tucker McElroy, U.S. Census Bureau
UFII Seminar Series: Invited Speaker Tucker McElroy, U.S. Census Bureau "Parameterization of Reduced Rank and Co-integrated Vector Autoregression" by Dr. Tucker S. McElroy, Senior Time Series Mathematical Statistician, U.S. Census Bureau Monday, September 26, 2022 ABSTRACT: We provide a parametrization of Vector Autoregression (VAR) that enables one to examine the parameters associated with unit root...