Estimating Vector Autoregressions Using Methods Not Based on Explicit Economic Theories

Quarterly Review 333 | Summer 1979

Author

photo of Thomas J. Sargent

Thomas J. Sargent New York University and Hoover Institution

Estimating Vector Autoregressions Using Methods Not Based on Explicit Economic Theories

Published In: _Time Series Models, Causality and Exogeneity_ (1997, pp. 272-279).

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