On weak identification in structural VARMA models
Wenying Yao, Timothy Kam, Farshid Vahid
| Year of publication: |
July 2017
|
|---|---|
| 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 | ARMA-Modell | ARMA model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Dynamisches Gleichgewicht | Dynamic equilibrium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.03.035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011822327