Qualitative versus quantitative external information for proxy vector autoregressive analysis (Q2246599)
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scientific article; zbMATH DE number 7427643
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| English | Qualitative versus quantitative external information for proxy vector autoregressive analysis |
scientific article; zbMATH DE number 7427643 |
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Qualitative versus quantitative external information for proxy vector autoregressive analysis (English)
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16 November 2021
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GMM
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heteroskedastic VAR
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instrumental variable estimation
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proxy VAR
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structural vector autoregression
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0.7707069516181946
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0.7366942763328552
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0.7117888927459717
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0.6926785111427307
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0.6909526586532593
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