Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (Q4366074): Difference between revisions
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Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions | |||
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Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (English) | |||
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Latest revision as of 19:21, 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 |
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18 November 1997
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overidentifying constraints
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structural models
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variance decomposition
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Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (English)
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