Structural vector autoregressions: checking identifying long-run restrictions via heteroskedasticity
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Bibliographic Details
Main Authors: Lütkepohl, Helmut 1951- (Author), Velinov, Anton (Author)
Format: Book
Language:English
Published: Munich CESifo 2014
Series:CESifo working paper 4651 : Category 12, Empirical and theoretical methods
Links:http://www.cesifo-group.de/de/ifoHome/search/result.html?main.query=4651
Physical Description:28 S. graph. Darst.