Estimating vector autoregressions using methods not based on explicit economic theories

@inproceedings{Sargent1979EstimatingVA,
  title={Estimating vector autoregressions using methods not based on explicit economic theories},
  author={Thomas J. Sargent},
  year={1979}
}

Topics from this paper.

References

Publications referenced by this paper.
SHOWING 1-10 OF 27 REFERENCES

Detecting neutral price level changes and effects of aggregate demand with index models

  • Litterman, B. Robert, Sargent, J. Thomas
  • Research Department Working Paper 125. Federal…
  • 1979

Macroeconomic theory

  • Sargent, J. Thomas
  • New York: Academic Press.
  • 1979

Estimating the expected prediction accuracy of econometric models

  • Fair, C. Ray
  • Cowles Foundation for Research in Economics…
  • 1978

Econometrics

  • G. S. Maddala
  • New: York: McGraw-Hill.
  • 1977
1 Excerpt

Similar Papers

Loading similar papers…