Pages that link to "Item:Q2421464"
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The following pages link to Estimating impulse response functions when the shock series is observed (Q2421464):
Displaying 9 items.
- Shock elasticities and impulse responses (Q475311) (← links)
- Information criteria for impulse response function matching estimation of DSGE models (Q528064) (← links)
- Estimations of the parameters in a three non-independent component series system subjected to sources of shocks (Q1765391) (← links)
- Comparison of local projection estimators for proxy vector autoregressions (Q2115944) (← links)
- Impulse response analysis in conditional quantile models with an application to monetary policy (Q2246585) (← links)
- Linearly transforming variables in the VAR model, how does it change the impulse response? (Q2312960) (← links)
- Estimation of impulse response functions using long autoregression (Q5427679) (← links)
- Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables (Q6620919) (← links)
- Local projections vs. VARs: lessons from thousands of DGPs (Q6664644) (← links)
