Estimation, inference, and empirical analysis for time-varying var models
Jiti Gao, Bin Peng, and Yayi Yan
| Year of publication: |
2024
|
|---|---|
| Authors: | Gao, Jiti ; Peng, Bin ; Yan, Yayi |
| Subject: | Instrumental variable approach | Parameter stability | Time-varying impulse response | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Schätzung | Estimation | IV-Schätzung | Instrumental variables | Zeitreihenanalyse | Time series analysis | Schock | Shock |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2191673 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014449933