Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions (Q1927788)
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scientific article; zbMATH DE number 6120866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions |
scientific article; zbMATH DE number 6120866 |
Statements
Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions (English)
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2 January 2013
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VAR
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impulse response function
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identification
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