VAR models with non-Gaussian shocks
Ching-Wai (Jeremy) Chiu, Haroon Mumtaz, Gabor Pinter
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Chiu, Ching Wai Jeremy ; Mumtaz, Haroon ; Pinter, Gabor |
| Publisher: |
London : CFM, Centre for Macroeconomics |
| Subject: | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Statistische Verteilung | Statistical distribution | Schock | Shock | Prognoseverfahren | Forecasting model | USA | United States | 1947-2015 |
freely available
| Extent: | 1 Online-Ressource (circa 22 Seiten) Illustrationen |
|---|---|
| Series: | CFM discussion paper series. - London : CFM, ZDB-ID 2871209-2. - Vol. CFM-DP 2016, 09 (March 2016) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012171810