Temporal aggregation in structural VAR models (Q4231207): Difference between revisions

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Temporal aggregation in structural VAR models
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Temporal aggregation in structural VAR models (English)
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Latest revision as of 08:41, 30 July 2024

scientific article; zbMATH DE number 1260698
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English
Temporal aggregation in structural VAR models
scientific article; zbMATH DE number 1260698

    Statements

    14 March 1999
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    impulse response functions
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    full information maximum likelihood
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    identification
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    Monte Carlo technique
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    structural VAR
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    temporal aggregation
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    Temporal aggregation in structural VAR models (English)
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    Identifiers