Estimating shocks and impulse response functions
Year of publication: |
2001
|
---|---|
Authors: | Wickens, Michael R. ; Motto, Roberto |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 16.2001, 3, p. 371-387
|
Subject: | VAR-Modell | VAR model | Schock | Shock | Schätztheorie | Estimation theory | Theorie | Theory |
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