Block recursion and structural vector autoregressions
Tao Zha
| Year of publication: |
1999
|
|---|---|
| Authors: | Zha, Tao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 90.1999, 2, p. 291-316
|
| Subject: | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001382134