Temporal aggregation in structural VAR models (Q4231207)
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scientific article; zbMATH DE number 1260698
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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