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subject:"Zeitreihenanalyse"
~isPartOf:"The review of economic studies : RES"
~person:"Gouriéroux, Christian"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
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Zeitreihenanalyse
Kapitaleinkommen
Time series analysis
ARMA model
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ARMA-Modell
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Estimation
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Estimation theory
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Schock
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Schätztheorie
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Gouriéroux, Christian
Monfort, Alain
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The review of economic studies : RES
Série des documents de travail
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
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