摘要翻译：
该评论指出了“Gouri\'eroux，Monfort，Renne(2019):非基本结构VARMA模型中的识别和估计”一文关于用Blaschke多项式矩阵镜像复值根的一个严重缺陷。此外，本文还讨论了对于截面维数大于2和次数大于1的向量移动平均(VMA)多项式矩阵，如果Blaschke变换的处理不受限制，该方法的非可行性。
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英文标题：
《Comment on Gouri\'eroux, Monfort, Renne (2019): Identification and
  Estimation in Non-Fundamental Structural VARMA Models》
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作者：
Bernd Funovits
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最新提交年份：
2020
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分类信息：

一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
  This comment points out a serious flaw in the article "Gouri\'eroux, 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.
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PDF链接：
https://arxiv.org/pdf/2010.02711