Heteroskedastic proxy vector autoregressions

Saved in:

Authors and Corporations:

Lütkepohl, Helmut (Author), Schlaak, Thore (Author)

Other Authors:

Schlaak, Thore [Author]

Edition:

This version: June 10, 2020

Type of Resource:

E-Book

Language:

English

published:

Berlin DIW Berlin, German Institute for Economic Research 2020

Series:

Subjects:

Structural vector autoregression

proxy VAR

identification through heteroskedasticity

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Deutsches Institut für Wirtschaftsforschung: Discussion papers