Time varying VARs with inequality restrictions
Year of publication: |
2011
|
---|---|
Authors: | Koop, Gary ; Potter, Simon M. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 35.2011, 7, p. 1126-1138
|
Subject: | Zustandsraummodell | State space model | VAR-Modell | VAR model |
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