A simple instrument for proxy vector autoregressive analysis

Saved in:

Authors and Corporations:

Boer, Lukas (Author), Lütkepohl, Helmut (Author)

Other Authors:

Lütkepohl, Helmut 1951- [Author]

Type of Resource:

E-Book

Language:

English

published:

Berlin DIW Berlin, German Institute for Economic Research 2020

Series:

Subjects:

GMM

heteroskedastic VAR

instrumental variable estimation

proxy VAR

structural vector autoregression

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Deutsches Institut für Wirtschaftsforschung: Discussion papers