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- W1568070993 abstract "Abstract: In this paper, I propose an instrumental variable (IV) estimation procedure to estimate global VAR (GVAR) models and show that it leads to consistent and asymptotically normal estimates of the parameters. I also provide computationally simple conditions that guarantee that the GVAR model is stable.;" @default.
- W1568070993 created "2016-06-24" @default.
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- W1568070993 date "2009-02-01" @default.
- W1568070993 modified "2023-10-02" @default.
- W1568070993 title "Consistent Estimation of Global VAR Models" @default.
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