Complete and Partial Identification of the <I>A</I>- and <I>B</I>-Models in the Context of Heteroskedastic SVARs
Year of publication: |
2014
|
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Authors: | Milunovich, George |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | VAR-Modell | VAR model | Schock | Shock | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity |
Extent: | 1 Online-Ressource (15 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 20, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2484300 [DOI] |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C13 - Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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