A bootstrap method for identifying and evaluating a structural vector autoregression
Year of publication: |
2008
|
---|---|
Authors: | Demiralp, Selva ; Hoover, Kevin D. ; Perez, Stephen J. |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 70.2008, 4, p. 509-533
|
Subject: | VAR-Modell | VAR model | Bootstrap-Verfahren | Bootstrap approach | Kausalanalyse | Causality analysis |
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