Robust inference in structural vector autoregressions with long-run restrictions
Guillaume Chevillon, Sophocles Mavroeidis, Zhaoguo Zhan
| Year of publication: |
2020
|
|---|---|
| Authors: | Chevillon, Guillaume ; Mavroeidis, Sophocles ; Zhang, Zhaoguo |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 36.2020, 1, p. 86-121
|
| Subject: | VAR-Modell | VAR model | Induktive Statistik | Statistical inference | Schock | Shock | Kointegration | Cointegration | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466619000045 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012156818