Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions
Year of publication: |
2010
|
---|---|
Authors: | Maciejowska, Katarzyna |
Published in: |
Central European Journal of Economic Modelling and Econometrics. - CEJEME. - Vol. 2.2010, 4, p. 279-314
|
Publisher: |
CEJEME |
Subject: | Structural vector autoregression | error correction models | mixed normal distributions | Monte Carlo |
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