Identification and Estimation in Non-Fundamental Structural VARMA Models (Q5049125)
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scientific article; zbMATH DE number 7614882
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification and Estimation in Non-Fundamental Structural VARMA Models |
scientific article; zbMATH DE number 7614882 |
Statements
Identification and Estimation in Non-Fundamental Structural VARMA Models (English)
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11 November 2022
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structural VARMA
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fundamental representation
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identification
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structural shocks
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impulse response function
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