Sign restrictions in structural vector autoregressions : a critical review
Renée Fry and Adrian Pagan
| Year of publication: |
2011
|
|---|---|
| Authors: | Fry, Renée ; Pagan, Adrian R. |
| Published in: |
Journal of economic literature. - Nashville, Tenn. : Assoc., ISSN 0022-0515, ZDB-ID 3076-4. - Vol. 49.2011, 4, p. 938-960
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| Subject: | VAR-Modell | VAR model | Autokorrelation | Autocorrelation | Ökonometrie | Econometrics | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009526968