Title |
Avoiding unintentionally correlated shocks in proxy vector autoregressive analysis / Martin Bruns, Helmut Lütkepohl, James McNeil |
|---|---|
Involved |
Martin Bruns (Verfasser) |
Published |
Berlin: Deutsches Institut für Wirtschaftsforschung (DIW) |
Extent |
Online-Ressource |
Language |
|
Country |
|
Topic |
|
Subject |
Structural vector autoregression
proxy VAR external instruments correlated shocks
Generalized Method of Moments
jel:C32 jel:C36 jel:E52 |
Series |
DIW Discussion Papers ; 2095 |
Persistent identifier |
urn:nbn:de:101:1-2408200443560.318924590070 (URN) |
Record ID |
1339499460 |
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