Structural Vector Autoregressions With Nonnormal Residuals (Q3160939)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural Vector Autoregressions With Nonnormal Residuals |
scientific article |
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Structural Vector Autoregressions With Nonnormal Residuals (English)
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11 October 2010
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cointegration
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impulse responses
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mixed normal distribution
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vector autoregressive process
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vector error correction model
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