A bootstrap method for identifying and evaluating a structural vector autoregression
Year of publication: |
2006
|
---|---|
Authors: | Hoover, Kevin D. ; Demiralp, Selva ; Perez, Stephen J. |
Publisher: |
Davis, CA : University of California, Department of Economics |
Series: | Working Paper ; 06-14 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 514875089 [GVK] hdl:10419/31328 [Handle] |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C32 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: |
-
Towards Understanding the Normalization in Structural VAR Models
Kociecki, Andrzej, (2013)
-
The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019
Gomez-Sorzano, Gustavo, (2006)
-
Classical identification: A viable road for data to inform structural modeling
Hammersland, Roger, (2008)
- More ...
-
Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2
Hoover, Kevin D., (2008)
-
A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression
Demiralp, Selva, (2008)
-
A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression
Demiralp, Selva, (2008)
- More ...