Structural vector autoregressions with nonnormal residuals
Year of publication: |
2006
|
---|---|
Authors: | Lanne, Markku ; Lütkepohl, Helmut |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | VAR-Modell | Kointegration | Fehlerkorrekturmodell | Theorie | mixture normal distribution | cointegration | vector autoregressive process | vector error correction model | impulse responses |
Series: | CESifo Working Paper ; 1651 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 510014895 [GVK] hdl:10419/19115 [Handle] |
Classification: | C32 - Time-Series Models |
Source: |
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