Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (Q4366074): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
label / en | label / en | ||
Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.2307/2291481 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3122874300 / rank | |||
Normal rank | |||
Property / title | |||
Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (English) | |||
Property / title: Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (English) / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 18:21, 19 March 2024
scientific article; zbMATH DE number 1089383
Language | Label | Description | Also known as |
---|---|---|---|
English | Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions |
scientific article; zbMATH DE number 1089383 |
Statements
18 November 1997
0 references
overidentifying constraints
0 references
structural models
0 references
variance decomposition
0 references
Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (English)
0 references