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subject:"VAR-Modell"
~person:"Engsted, Tom"
~person:"Giacomini, Raffaella"
~type:"article"
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VAR-Modell
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Engsted, Tom
Giacomini, Raffaella
Kilian, Lutz
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Read, Matthew
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Hamilton, James D.
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Olea, José Luis Montiel
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Qu, Zhongjun
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Narrative restrictions and proxies
Giacomini, Raffaella
;
Kitagawa, Toru
;
Read, Matthew
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1415-1425
Persistent link: https://www.econbiz.de/10013539555
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2
Robust Bayesian inference in proxy SVARs
Giacomini, Raffaella
;
Kitagawa, Toru
;
Read, Matthew
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 107-126
Persistent link: https://www.econbiz.de/10013441729
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