Estimation of Structural Impulse Responses : Short-Run Versus Long-Run Identifying Restrictions
Year of publication: |
2017
|
---|---|
Authors: | Lütkepohl, Helmut |
Other Persons: | Staszewska-Bystrova, Anna (contributor) ; Winker, Peter (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Schock | Shock |
Extent: | 1 Online-Ressource (15 p) |
---|---|
Series: | DIW Berlin Discussion Paper ; No. 1642 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2920543 [DOI] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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