Choosing Between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis
| Year of publication: |
2018
|
|---|---|
| Authors: | Lütkepohl, Helmut ; Schlaak, Thore |
| Published in: |
Oxford Bulletin of Economics and Statistics. - Wiley, ISSN 0305-9049, ZDB-ID 1473788-7. - Vol. 80.2018, 4 (06.04.), p. 715-735
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/obes.12238 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012095446