A note on the Cogley-Nason-Sims approach
Syed M. Hussain, Lin Liu
| Year of publication: |
September 2016
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|---|---|
| Authors: | Hussain, Syed M. ; Liu, Lin |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 146.2016, p. 77-81
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| Subject: | Cogley-Nason-Sims approach | Small sample properties | Structural Vector Auto-Regression | Identification | Monte-Carlo simulation | Simulation | Monte-Carlo-Simulation | Monte Carlo simulation | VAR-Modell | VAR model | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.06.036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011619103