Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
George Athanasopoulos; Osmani Teixeira de Carvalho Guillén; João Victor Issler; Farshid Vahid
| Year of publication: |
2010
|
|---|---|
| Authors: | Athanasopoulos, George ; Guillén, Osmani Teixeira de Carvalho ; Issler, João Victor ; Vahid, Farshid |
| Institutions: | Escola de Pós-Graduação em Economia <Rio de Janeiro> (contributor) |
| Publisher: |
Rio de Janeiro : Escola de Pós-Graduação em Economia |
| Subject: | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Schock | Shock | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Extent: | Online-Ressource (36 S.) |
|---|---|
| Series: | Ensaios econômicos. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 0104-8910, ZDB-ID 2090492-7. - Vol. 713 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10438/7713 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008808886