Long run recursive VAR models and QR decompositions. (Q5941469)
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scientific article; zbMATH DE number 1635662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long run recursive VAR models and QR decompositions. |
scientific article; zbMATH DE number 1635662 |
Statements
Long run recursive VAR models and QR decompositions. (English)
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20 August 2001
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Structural vector autoregression
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Long run recursive VAR
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Choleski decompositions
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QR decomposition
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Economic fluctuations
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Cointegration
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