A Misspecification-Robust Impulse Response Estimator
Year of publication: |
2003
|
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Authors: | Chang, Pao-Li ; Sakata, Shinichi |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Schock | Shock | Schätzung | Estimation | Geldpolitik | Monetary policy | Induktive Statistik | Statistical inference | Wirkungsanalyse | Impact assessment |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 13, 2002 erstellt |
Other identifiers: | 10.2139/ssrn.357821 [DOI] |
Classification: | C22 - Time-Series Models ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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