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: |
2011
|
|---|---|
| Authors: | Athanasopoulos, George ; Guillén, Osmani Teixeira de Carvalho ; Issler, João Victor ; Vahid, Farshid |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 164.2011, 1, p. 116-129
|
| Subject: | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Schock | Shock | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| 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/10009270397