Heteroskedastic proxy vector autoregressions
Year of publication: |
[2020] ; This version: December 15, 2020
|
---|---|
Authors: | Lütkepohl, Helmut ; Schlaak, Thore |
Published in: |
Jahrestagung 2021 ; 51
|
Publisher: |
[Köln] : Verein für Socialpolitik |
Subject: | Structural vector autoregression | proxy VAR | identification throughheteroskedasticity | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity |
Extent: | 1 Online-Ressource (circa 37 Seiten) Illustrationen |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/242399 [Handle] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Heteroskedastic proxy vector autoregressions
Lütkepohl, Helmut, (2020)
-
Bruns, Martin, (2022)
-
Bruns, Martin, (2023)
- More ...
-
Lütkepohl, Helmut, (2018)
-
Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH
Lütkepohl, Helmut, (2019)
-
Lütkepohl, Helmut, (2017)
- More ...