GMM estimation of non-Gaussian structural vector autoregression
Year of publication: |
2021
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Authors: | Lanne, Markku ; Luoto, Jani |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 39.2021, 1, p. 69-81
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Subject: | Generalized method of moments | Non-Gaussian time series | Structural vector autoregression | Zeitreihenanalyse | Time series analysis | Momentenmethode | Method of moments | VAR-Modell | VAR model | Theorie | Theory |
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