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

DOI: https://doi.org/10.21034/qr.333

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

Related Content

Donut chart looking at itself in the mirror and seeing something different

“Hot” or not? Learning the right lessons from the labor market after COVID

Staff Reports

Analyzing the Effects of Occupational Licensing on Earnings Inequality in the United States

Institute paper key images

The Hidden Effects of Algorithmic Recommendations

Related Content

Donut chart looking at itself in the mirror and seeing something different

“Hot” or not? Learning the right lessons from the labor market after COVID