Details

Title

Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions - Monte Carlo Analysis

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2010

Numer

No 4

Authors

Keywords

Structural vector autoregression ; Error correction models ; Mixednormal ; Monte Carlo

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

279-314

Publisher

Oddział PAN w Łodzi

Date

31.12.2010

Type

Artykuły / Articles

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/cejeme.2010.119332

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