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Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy |
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| Authors: | D S Poskitt Wenying Yao |
| Institution: | 1. Department of Econometrics and Business Statistics, Monash University, VIC, 3800, Australia, (Donald.Poskitt@monash.edu.au);2. Tasmanian School of Business and Economics, University of Tasmania, TAS 7001, Australia (wenying.yao@monash.edu) |
| Abstract: | |
| Keywords: | Approximation error Bias Estimation error Order of magnitude Structural VAR |