Consistency of averaged impulse response estimators in vector autoregressive models (Q6604024)
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scientific article; zbMATH DE number 7912364
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| English | Consistency of averaged impulse response estimators in vector autoregressive models |
scientific article; zbMATH DE number 7912364 |
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Consistency of averaged impulse response estimators in vector autoregressive models (English)
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12 September 2024
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frequentist model averaging
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impulse responses
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smoothed AIC
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smoothed BIC
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structural VAR
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