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Topics in Structural VAR Econometrics
E-bok,
2012,
Engelska,
ISBN 9783642606236
In recent years a growing interest in the structural V AR approach (SV AR) has followed the path-breaking works by Blanchard and Watson (1986), Bernanke (1986) and Sims (1986), …
Topics in Structural VAR Econometrics
E-bok,
2013,
Engelska,
ISBN 9783662027578
1. Introduction 1 2. Identification Analysis and F.I.M.L. Estimation for the K-Mode1 10 3. Identification Analysis and F.I.ML. Estimation for the C-Model 23 4. Identification …