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type_genre:"Congress report"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~subject:"VAR-Modell"
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VAR-Modell
Estimation theory
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Gouriéroux, Christian
Lütkepohl, Helmut
32
Kilian, Lutz
18
Staszewska-Bystrova, Anna
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Winker, Peter
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Inoue, Atsushi
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Athanasopoulos, George
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Benati, Luca
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Sentana, Enrique
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Fiorentini, Gabriele
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Guillén, Osmani Teixeira de Carvalho
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Issler, João Victor
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Johansen, Søren
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Koop, Gary
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Pesaran, M. Hashem
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Benkwitz, Alexander
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Brüggemann, Ralf
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Cai, Zongwu
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Gambetti, Luca
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Hecq, Alain W. J.
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Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
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2
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
3
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
4
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
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