Long- versus medium-run identification in fractionally integrated VAR models
Rolf Tschernig; Enzo Weber; Roland Weigand
| Year of publication: |
2014
|
|---|---|
| Authors: | Tschernig, Rolf ; Weber, Enzo ; Weigand, Roland |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 122.2014, 2, p. 299-302
|
| Subject: | Structural vector autoregression | Long-run restriction | Finite-horizon identification | Fractional integration | Impulse response function | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Kointegration | Cointegration | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010395114