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A simple instrument for proxy vector autoregressive analysis

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Bibliographic Details
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: Deutsches Institut für Wirtschaftsforschung: Discussion papers ; 1905
Subjects:
GMM
heteroskedastic VAR
instrumental variable estimation
proxy VAR
structural vector autoregression
Graue Literatur
Source: Verbunddaten SWB
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https://www.diw.de/documents/publikationen/73/diw_01.c.800449.de/dp1905.pdf

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