Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticity
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin
Humboldt-Univ.
2014
|
| Series: | SFB 649 discussion paper
2014,9 |
| Links: | http://edoc.hu-berlin.de/series/sfb-649-papers/2014-9/ |
| Physical Description: | 31 S. graph. Darst. |
Staff View
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| illustrated | Illustrated |
| indexdate | 2024-12-20T17:01:49Z |
| institution | BVB |
| language | English |
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| series2 | SFB 649 discussion paper |
| spelling | Lütkepohl, Helmut 1951- Verfasser (DE-588)10979544X aut Structural vector autoregressions Checking identifying long-run restrictions via heteroskedasticity Helmut Lütkepohl ; Anton Velinov Berlin Humboldt-Univ. 2014 31 S. graph. Darst. txt rdacontent c rdamedia cr rdacarrier SFB 649 discussion paper 2014,9 Velinov, Anton Verfasser aut SFB 649 discussion paper 2014,9 (DE-604)BV025521995 2014,9,ER http://edoc.hu-berlin.de/series/sfb-649-papers/2014-9/ Verlag kostenfrei Volltext |
| spellingShingle | Lütkepohl, Helmut 1951- Velinov, Anton Structural vector autoregressions Checking identifying long-run restrictions via heteroskedasticity SFB 649 discussion paper |
| title | Structural vector autoregressions Checking identifying long-run restrictions via heteroskedasticity |
| title_auth | Structural vector autoregressions Checking identifying long-run restrictions via heteroskedasticity |
| title_exact_search | Structural vector autoregressions Checking identifying long-run restrictions via heteroskedasticity |
| title_full | Structural vector autoregressions Checking identifying long-run restrictions via heteroskedasticity Helmut Lütkepohl ; Anton Velinov |
| title_fullStr | Structural vector autoregressions Checking identifying long-run restrictions via heteroskedasticity Helmut Lütkepohl ; Anton Velinov |
| title_full_unstemmed | Structural vector autoregressions Checking identifying long-run restrictions via heteroskedasticity Helmut Lütkepohl ; Anton Velinov |
| title_short | Structural vector autoregressions |
| title_sort | structural vector autoregressions checking identifying long run restrictions via heteroskedasticity |
| title_sub | Checking identifying long-run restrictions via heteroskedasticity |
| url | http://edoc.hu-berlin.de/series/sfb-649-papers/2014-9/ |
| volume_link | (DE-604)BV025521995 |
| work_keys_str_mv | AT lutkepohlhelmut structuralvectorautoregressionscheckingidentifyinglongrunrestrictionsviaheteroskedasticity AT velinovanton structuralvectorautoregressionscheckingidentifyinglongrunrestrictionsviaheteroskedasticity |