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1 Ergebnisse
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Identifying factor‐augmented vector autoregression models v..:
Yamamoto, Yohei
;
Hara, Naoko
Journal of Applied Econometrics. 37 (2022) 4 - p. 722-745 , 2022
Link:
https://doi.org/10.1002/jae.2894
RT Journal T1 <Title>Identifying factor‐augmented vector autoregression models via changes in shock variances</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1002_jae.2894&Exemplar=1&LAN=DE A1 Yamamoto, Yohei A1 Hara, Naoko PB Wiley YR 2022 SN 0883-7252 SN 1099-1255 JF Journal of Applied Econometrics VO 37 IS 4 SP 722 OP 745 LK http://dx.doi.org/https://doi.org/10.1002/jae.2894 DO https://doi.org/10.1002/jae.2894 SF ELIB - SuUB Bremen
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