Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions
Year of publication: |
2006-03-07
|
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Authors: | Brüggemann, Ralf |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Monte-Carlo-Simulation | Vektor-autoregressives Modell | Vector Autoregression |
Extent: | 834560 bytes 30 p. application/pdf |
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Series: | Diskussionspapier ; 2006-021 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; Operations research. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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