Identification and estimation in non-fundamental structural VARMA models
Christian Gouriéroux, Alain Monfort and Jean-Paul Renne
| Year of publication: |
2020
|
|---|---|
| Authors: | Gouriéroux, Christian ; Monfort, Alain ; Renne, Jean-Paul |
| Subject: | Structural VARMA | Fundamental Representation | Identification | Structural Shocks | Impulse Response Function | VAR-Modell | VAR model | Schock | Shock | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/restud/rdz028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012259682