Identification and estimation in non-fundamental structural VARMA models

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Bibliographic Details
Authors and Corporations:	Gouriéroux, Christian (Author), Monfort, Alain (Author), Renne, Jean-Paul (Author)
Other Authors:	Monfort, Alain 1943- [Author] • Renne, Jean-Paul 1979- [Author]
Type of Resource:	E-Book
Language:	English
published:	[Palaiseau] Centre de recherche en economie et statistique [2017]
Series:	Centre de recherche en économie et statistique: Série des documents de travail ; no. 2017, 08
Subjects:	Structural VARMA Fundamental Representation Identification Shocks Impulse Response Function Incomplete Likelihood Composite Likelihood Economic Scenario Generators Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen

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