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 |
| Subject: | VAR-Modell | VAR model | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Schock | Shock | Zeitreihenanalyse | Time series analysis |
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