Qualitative versus quantitative external information for proxy vector autoregressive analysis
Lukas Boer, Helmut Lütkepohl
| Year of publication: |
2021
|
|---|---|
| Authors: | Boer, Lukas ; Lütkepohl, Helmut |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 127.2021, p. 1-17
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| Subject: | GMM | Heteroskedastic VAR | Instrumental variable estimation | Proxy VAR | Structural vector autoregression | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2021.104118 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012668854