Block recursion and structural vector autoregressions (Q1298471)
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scientific article; zbMATH DE number 1326296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Block recursion and structural vector autoregressions |
scientific article; zbMATH DE number 1326296 |
Statements
Block recursion and structural vector autoregressions (English)
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1999
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Structural VAR
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Contemporaneously recursive blocks
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Identifying restrictions
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Likelihood
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Finite samples
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Posterior
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Block Monte Carlo methods
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