Impulse response analysis in nonlinear multivariate models
Gary Koop; M. Hashem Pesaran; Simon M. Potter
| Year of publication: |
1996
|
|---|---|
| Authors: | Koop, Gary ; Pesaran, M. Hashem ; Potter, Simon M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 74.1996, 1, p. 119-147
|
| Subject: | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | VAR-Modell | VAR model | Nichtlineare Regression | Nonlinear regression |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001755367