Instrumental Variable Estimation of Structural VAR Models Robust to Possible Non-Stationarity
Year of publication: |
2019
|
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Authors: | Cheng, Xu |
Other Persons: | Han, Xu (contributor) ; Inoue, Atsushi (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | VAR-Modell | VAR model | Schätztheorie | Estimation theory | IV-Schätzung | Instrumental variables | Robustes Verfahren | Robust statistics |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 18, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3376494 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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