Structural vector autoregressions : theory of identification and algorithms for inference
Year of publication: |
2010
|
---|---|
Authors: | Rubio-Ramírez, Juan Francisco ; Waggoner, Daniel F. ; Zha, Tao |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 77.2010, 2, p. 665-696
|
Subject: | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory |
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