Open AccessThree Essays on VAR Techniques.
Author(s) -
Ömer Özçiçek
Publication year - 1996
Language(s) - Uncategorized
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_disstheses.6271
Subject(s) - econometrics , vector autoregression , impulse response , autoregressive model , bayesian probability , ordinary least squares , estimator , variance decomposition of forecast errors , bayesian vector autoregression , mathematics , model selection , statistics , mathematical analysis
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