Inference for VARs identified with sign restrictions
Year of publication: |
2018
|
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Authors: | Granziera, Eleonora ; Moon, Hyungsik Roger ; Schorfheide, Frank |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - Oxford [u.a.] : Wiley, ISSN 1759-7331, ZDB-ID 2569569-1. - Vol. 9.2018, 3, p. 1087-1121
|
Subject: | Bayesian inference | frequentist inference | set‐identified models | sign restrictions | structural VARs | VAR-Modell | VAR model | Theorie | Theory | Induktive Statistik | Statistical inference | Bayes-Statistik | Schock | Shock |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3982/QE978 [DOI] hdl:10419/217123 [Handle] |
Classification: | C1 - Econometric and Statistical Methods: General ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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