论文标题
评论Gouriéroux，Monfort，Renne（2019）：非基本结构VARMA模型中的识别和估计
Comment on Gouriéroux, Monfort, Renne (2019): Identification and Estimation in Non-Fundamental Structural VARMA Models
论文作者
论文摘要
该评论在文章“Gouriéroux，Monfort，Renne（2019）中指出了一个严重的缺陷：在非基本结构VARMA模型中的识别和估计”，以镜像用Blaschke的多种矩阵镜像复杂值的根。此外，横截面尺寸大于两个，而矢量移动平均值（VMA）多项式矩阵的程度大于一级大于一个。
This comment points out a serious flaw in the article "Gouriéroux, Monfort, Renne (2019): Identification and Estimation in Non-Fundamental Structural VARMA Models" with regard to mirroring complex-valued roots with Blaschke polynomial matrices. Moreover, the (non-) feasibility of the proposed method (if the handling of Blaschke transformation were not prohibitive) for cross-sectional dimensions greater than two and vector moving average (VMA) polynomial matrices of degree greater than one is discussed.
