A generalized method of moments estimator for structural vector autoregressions based on higher moments
Sascha Alexander Keweloh
| Year of publication: |
2021
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|---|---|
| Authors: | Keweloh, Sascha Alexander |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 39.2021, 3, p. 772-782
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| Subject: | Identification | Independence | Non-Gaussian | Oil prices | Stock returns | VAR-Modell | VAR model | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Ölpreis | Oil price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1730858 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012587980