Structural information in recursive VAR orderings
John W. Keating
| Year of publication: |
1996
|
|---|---|
| Authors: | Keating, John William |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 20.1996, 9, p. 1557-1580
|
| Subject: | Cholesky decomposition | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | VAR = Vector autoregression |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001209463