Nonparametric Vector Autoregressions: Specification, Estimation, and Inference
Year of publication: |
2013
|
---|---|
Authors: | Jeliazkov, Ivan |
Published in: |
VAR models in macroeconomics : new developments and applications : essays in honor of Christopher A. Sims. - Bingley, U.K. : Emerald, ISBN 978-1-78190-753-5. - 2013, p. 327-359
|
Subject: | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Nichtparametrisches Verfahren | Nonparametric statistics | Induktive Statistik | Statistical inference | Zeitreihenanalyse | Time series analysis |
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