An alternative approach to simulating VAR models
Lewis Evans and Graeme Wells
| Year of publication: |
1983
|
|---|---|
| Authors: | Evans, Lewis ; Wells, Graeme |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 12.1983, 1, p. 23-29
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| Subject: | Ökonometrik Schätzung | Geldwertbewegung und Aussenwirtschaft | Neuseeland | VAR-Modell | VAR model | Simulation | Schätztheorie | Estimation theory | Risikomaß | Risk measure | Makroökonometrie | Macroeconometrics |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | VAR = Vector autoregression |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002133493