Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions
type: Item
instance of: scholarly article
title: Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions
zbMATH Open document ID: 1255.62262
author: William D. Lastrapes
published in: Economics Letters
publication date: 2013-01-02T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 6120866
zbMATH Keywords: VAR
zbMATH Keywords: impulse response function
zbMATH Keywords: identification
MaRDI profile type: Publication
full work available at URL: j.econlet.2004.10.004
OpenAlex ID: W3125239628
cites work: Q4840212
cites work: Q5626055
DOI: 10.1016/J.ECONLET.2004.10.004
description: scientific article; zbMATH DE number 6120866