Estimation of structural impulse responses: short-run versus long-run identifying restrictions
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Publication:2316732
DOI10.1007/s10182-017-0300-9zbMath1421.62127OpenAlexW2596366588MaRDI QIDQ2316732
Anna Staszewska-Bystrova, Peter Winker, Helmut Lütkepohl
Publication date: 6 August 2019
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: http://www.diw.de/documents/publikationen/73/diw_01.c.552328.de/dp1642.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
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