Structural VARs, deterministic and stochastic trends : how much detrending matters for shock identification
Varang Wiriyawit and Benjamin Wong
| Year of publication: |
2016
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|---|---|
| Authors: | Varang Wiriyawit ; Wong, Benjamin |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 20.2016, 2, p. 141-157
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| Subject: | bias | detrending | identification | structural VAR | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Real-Business-Cycle-Theorie | Real business cycle model | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2015-0030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011507446