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Consistency of averaged impulse response estimators in vector autoregressive models
Consistency of averaged impulse response estimators in vector autoregressive models
Fuente:
Wiley Open Access
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Bibliographic Details
Main Authors:
Jan Lohmeyer
,
Franz Palm
,
Jean‐Pierre Urbain
Format:
Artículo Open Access
Published:
Wiley
2024
Subjects:
Journal of Time Series Analysis
Online Access:
Acceder al recurso
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https://onlinelibrary.wiley.com/doi/10.1111/jtsa.12733
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