Identifying structural vector autoregressions via changes in volatility
Helmut Lütkepohl
| Year of publication: |
2013
|
|---|---|
| Authors: | Lütkepohl, Helmut |
| Published in: |
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims. - Bingley [u.a.] : Emerald, ISBN 978-1-78190-752-8. - 2013, p. 169-203
|
| Subject: | VAR-Modell | VAR model | Heteroskedastizität | Heteroscedasticity | Volatilität | Volatility | Markov-Kette | Markov chain | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010252334