Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticity
Gespeichert in:
Hauptverfasser: | , |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Berlin
Humboldt-Univ.
2014
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Schriftenreihe: | SFB 649 discussion paper
2014,9 |
Online-Zugang: | Volltext |
Beschreibung: | 31 S. graph. Darst. |
Internformat
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245 | 1 | 0 | |a Structural vector autoregressions |b Checking identifying long-run restrictions via heteroskedasticity |c Helmut Lütkepohl ; Anton Velinov |
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Datensatz im Suchindex
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author | Lütkepohl, Helmut 1951- Velinov, Anton |
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illustrated | Not Illustrated |
indexdate | 2024-07-10T01:12:15Z |
institution | BVB |
language | English |
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physical | 31 S. graph. Darst. |
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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 |