Gaussian Copulas for Imposing Structure on VAR

Aramayis Dallakyan and David Bessler ()

No 274401, 2018 Annual Meeting, August 5-7, Washington, D.C. from Agricultural and Applied Economics Association

Keywords: Research Methods/Statistical Methods; Demand and Price Analysis; Agricultural and Food Policy (search for similar items in EconPapers)
Date: 2018-06-20
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea18:274401

DOI: 10.22004/ag.econ.274401

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