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Topics in structural VAR econometrics
Overview of attention for book
Table of Contents
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Book Overview
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Chapter 1
Introduction
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Chapter 2
Identification Analysis and F.I.M.L. Estimation for the K-Model
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Chapter 3
Identification Analysis and F.I.M.L. Estimation for the C-Model
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Chapter 4
Identification Analysis and F.I.M.L. Estimation for the AB-Model
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Chapter 5
Impulse Response Analysis and Forecast Error Variance Decomposition in SVAR Modeling
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Chapter 6
Long-run A-priori Information. Deterministic Components. Cointegration
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Chapter 7
The Working of an AB-Model
Overall attention for this book and its chapters
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Mentioned by
syllabi
4
institutions with syllabi
Citations
dimensions_citation
52
Dimensions
Book overview
1. Introduction
2. Identification Analysis and F.I.M.L. Estimation for the K-Model
3. Identification Analysis and F.I.M.L. Estimation for the C-Model
4. Identification Analysis and F.I.M.L. Estimation for the AB-Model
5. Impulse Response Analysis and Forecast Error Variance Decomposition in SVAR Modeling
6. Long-run A-priori Information. Deterministic Components. Cointegration
7. The Working of an AB-Model
Summary
Syllabi
Dimensions citations
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
So far, Altmetric has seen this research output assigned in
6
syllabi from
4
institutions on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
University of Michigan-Ann Arbor
2
Economics
University of Kansas
2
Economics, Philosophy
University of Colorado at Boulder
1
Politics
Université Catholique de Louvain
1
Unknown