Estimating impulse response functions when the shock series is observed
Year of publication: |
2019
|
---|---|
Authors: | Choi, Chi-young ; Chudik, Alexander |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 180.2019, p. 71-75
|
Subject: | Finite sample performance | Impulse-response functions | Monte Carlo experiments | Observed shock | Schock | Shock | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling |
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