Impulse response analysis for structural dynamic models with nonlinear regressors
Sílvia Gonçalvesa, Ana María Herrer, Lutz Kilian, Elena Pesavento
| Year of publication: |
2021
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|---|---|
| Authors: | Gonçalvesa, Sílvia ; Herrer, Ana María ; Kilian, Lutz ; Pesavento, Elena |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 225.2021, 1, p. 107-130
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| Subject: | Structural model | Censored regressor | Nonlinear transformation | Nonlinear responses | Partial identification | Control function | Block recursive model | Monte Carlo integration | Local projection | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.06.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013279032