Identification and estimation in non-fundamental structural VARMA models
C. Gourieroux, A.Monfort, J-P.Renne
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Gouriéroux, Christian ; Monfort, Alain ; Renne, Jean-Paul |
| Publisher: |
[Palaiseau] : Centre de recherche en economie et statistique |
| Subject: | Structural VARMA | Fundamental Representation | Identification | Shocks | Impulse Response Function | Incomplete Likelihood | Composite Likelihood | Economic Scenario Generators | VAR-Modell | VAR model | Schock | Shock | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model |
freely available
| Extent: | 1 Online-Ressource (circa 53 Seiten) Illustrationen |
|---|---|
| Series: | Série des documents de travail. - [Paris], ZDB-ID 2670421-3. - Vol. no. 2017, 08 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012197831