(Ben Goodrich [Columbia] & Sarah Heaps [Newcastle] leading)
Anindya Roy, Tucker S. McElroy, and Peter Linton
2019. Constrained Estimation of Causal Invertible VARMA.
Ben will focus on appendix S2 (mostly equations S2.6), which is a concrete example.
Sarah will discuss the following including an overview (you shouldn’t need to read it)
Sarah E. Heaps. 2020. Enforcing stationarity through the prior in vector autoregressions.
Please email Sara Mejias Gonzalez at email@example.com for Zoom information if you would like to participate