VAR(MA), what is it good for? more bad news for reduced-form estimation and inference

Yao, Wenying, Kam, T. and Vahid, F. 2014, VAR(MA), what is it good for? more bad news for reduced-form estimation and inference, University of Tasmania, Tasmanian School of Business and Economics, Hobart, Tas..


Title VAR(MA), what is it good for? more bad news for reduced-form estimation and inference
Author(s) Yao, WenyingORCID iD for Yao, Wenying orcid.org/0000-0001-6368-0160
Kam, T.
Vahid, F.
Publication date 2014
Series Discussion Paper Series N 2014‐14
Total pages 22
Publisher University of Tasmania, Tasmanian School of Business and Economics
Place of publication Hobart, Tas.
Keyword(s) C15
C52
C32
VARMA
VAR
DSGE
impulse response analysis
ISBN 9781862959460
Language eng
Indigenous content off
HERDC Research category CN.1 Other journal article
Persistent URL http://hdl.handle.net/10536/DRO/DU:30123998

Document type: Report
Collections: Faculty of Business and Law
Department of Economics
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