On weak identification in structural VARMA models
Year of publication: |
July 2017
|
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Authors: | Yao, Wenying ; Kam, Timothy ; Vahid, Farshid |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 156.2017, p. 1-6
|
Subject: | VARMA | VAR | DSGE | Impulse response analysis | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Schätztheorie | Estimation theory | Schock | Shock | Dynamisches Gleichgewicht | Dynamic equilibrium | Stochastischer Prozess | Stochastic process |
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