Normalization in econometrics
James D. Hamilton, Daniel F. Waggoner and Tao Zha
| Year of publication: |
2007
|
|---|---|
| Authors: | Hamilton, James D. ; Waggoner, Daniel F. ; Zha, Tao |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 26.2007, 2, p. 221-252
|
| Subject: | VAR-Modell | VAR model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Kointegration | Cointegration | Statistische Verteilung | Statistical distribution |
| 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/10003509123