Markov-chain approximations of vector autoregressions : application of general multivariative-normal integration techniques
Year of publication: |
2011
|
---|---|
Authors: | Terry, Stephen ; Knotek, Edward S. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 110.2011, 1, p. 4-6
|
Subject: | VAR-Modell | VAR model | Schätztheorie | Estimation theory |
-
Dynamic analyses using VAR model with mixed frequency data through observable representation
Kim, Yun-Yeong, (2016)
-
Identification based on higher moments
Lewis, Daniel J., (2024)
-
Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang, (1994)
- More ...
-
Alternative methods of solving state-dependent pricing models
Knotek, Edward S., (2008)
-
How will unemployment fare following the recession?
Knotek, Edward S., (2009)
-
Knotek, Edward S., (2008)
- More ...