Seemingly unrelated regression estimation for VAR models with explosive roots
Year of publication: |
2023
|
---|---|
Authors: | Chen, Ye ; Li, Jian ; Li, Qiyuan |
Published in: |
Oxford bulletin of economics and statistics. - Oxford : Wiley-Blackwell, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 85.2023, 4, p. 910-937
|
Subject: | VAR-Modell | VAR model | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Theorie | Theory | Rohstoffpreis | Commodity price | Spekulationsblase | Bubbles | 2010-2011 |
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