Lecture Notes in Economics and Mathematical Systems - Topics in Structural VAR Econometrics
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Published By Springer Berlin Heidelberg

9783540552628, 9783662027578

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The Working of an AB-Model

Lecture Notes in Economics and Mathematical Systems - Topics in Structural VAR Econometrics ◽

10.1007/978-3-662-02757-8_7 ◽

1992 ◽

pp. 71-82

Author(s):

Carlo Giannini

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Long-run A-priori Information. Deterministic Components. Cointegration

Lecture Notes in Economics and Mathematical Systems - Topics in Structural VAR Econometrics ◽

10.1007/978-3-662-02757-8_6 ◽

1992 ◽

pp. 58-70

Author(s):

Carlo Giannini

Keyword(s):

A Priori ◽

A Priori Information ◽

Long Run ◽

Deterministic Components ◽

Priori Information

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Impulse Response Analysis and Forecast Error Variance Decomposition in SVAR Modeling

Lecture Notes in Economics and Mathematical Systems - Topics in Structural VAR Econometrics ◽

10.1007/978-3-662-02757-8_5 ◽

1992 ◽

pp. 44-57

Author(s):

Carlo Giannini

Keyword(s):

Impulse Response ◽

Forecast Error ◽

Error Variance ◽

Variance Decomposition ◽

Response Analysis ◽

Impulse Response Analysis ◽

Forecast Error Variance ◽

Forecast Error Variance Decomposition

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Identification Analysis and F.I.M.L. Estimation for the C-Model

Lecture Notes in Economics and Mathematical Systems - Topics in Structural VAR Econometrics ◽

10.1007/978-3-662-02757-8_3 ◽

1992 ◽

pp. 23-31

Author(s):

Carlo Giannini

Keyword(s):

Identification Analysis

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Identification Analysis and F.I.M.L. Estimation for the AB-Model

Lecture Notes in Economics and Mathematical Systems - Topics in Structural VAR Econometrics ◽

10.1007/978-3-662-02757-8_4 ◽

1992 ◽

pp. 32-43

Author(s):

Carlo Giannini

Keyword(s):

Identification Analysis

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Identification Analysis and F.I.M.L. Estimation for the K-Model

Lecture Notes in Economics and Mathematical Systems - Topics in Structural VAR Econometrics ◽

10.1007/978-3-662-02757-8_2 ◽

1992 ◽

pp. 10-22

Author(s):

Carlo Giannini

Keyword(s):

Identification Analysis

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Introduction

Lecture Notes in Economics and Mathematical Systems - Topics in Structural VAR Econometrics ◽

10.1007/978-3-662-02757-8_1 ◽

1992 ◽

pp. 1-9

Author(s):

Carlo Giannini

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Lecture Notes in Economics and Mathematical Systems - Topics in Structural VAR EconometricsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

The Working of an AB-Model

Long-run A-priori Information. Deterministic Components. Cointegration

Impulse Response Analysis and Forecast Error Variance Decomposition in SVAR Modeling

Identification Analysis and F.I.M.L. Estimation for the C-Model

Identification Analysis and F.I.M.L. Estimation for the AB-Model

Identification Analysis and F.I.M.L. Estimation for the K-Model

Introduction

Lecture Notes in Economics and Mathematical Systems - Topics in Structural VAR Econometrics
Latest Publications