Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models (Q6150366)
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scientific article; zbMATH DE number 7813847
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| English | Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models |
scientific article; zbMATH DE number 7813847 |
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Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models (English)
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6 March 2024
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instrumental variable approach
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parameter stability
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time-varying impulse response
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