Are spectral estimators useful for long-run restrictions in SVARs?
Elmar Mertens
| Year of publication: |
2012
|
|---|---|
| Authors: | Mertens, Elmar |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 36.2012, 12, p. 1831-1844
|
| Subject: | Structural VAR | Long-run identification | Non-parametric estimation | Spectral factorization | VAR-Modell | VAR model | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Simulation | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009701923