Structural vector autoregressions : theory of identification and algorithms for inference
Juan F. Rubio-Ramírez, Daniel F. Waggoner and Tao Zha
| Year of publication: |
2010
|
|---|---|
| Authors: | Rubio-Ramírez, Juan Francisco ; Waggoner, Daniel F. ; Zha, Tao |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 77.2010, 2, p. 665-696
|
| Subject: | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory |
| 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/10003951617