Econometrics and Business Statistics Seminar: Markku Lanne, University of Helsinki and CREATES

Title: GMM Estimation of Non-Gaussian Structural Vector Autoregression

2020.02.24 | Pernille Vorsø Jachobsen

Date Wed 04 Mar
Time 14:15 15:15
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101

Presenter: Markku Lanne, University of Helsinki and CREATES

Title: GMM Estimation of Non-Gaussian Structural Vector Autoregression

Area of research: Macroeconomic and financial application of time series econometrics

 

Organizer: Mikkel Bennedsen and Jesper Wulff

Econometrics and Business Statistics Seminar Series, CREATES