Qualitative versus quantitative external information for proxy vector autoregressive analysis (Q2246599)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Qualitative versus quantitative external information for proxy vector autoregressive analysis |
scientific article |
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Qualitative versus quantitative external information for proxy vector autoregressive analysis (English)
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16 November 2021
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GMM
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heteroskedastic VAR
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instrumental variable estimation
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proxy VAR
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structural vector autoregression
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