Testing identification via heteroskedasticity in structural vector autoregressive models

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Authors and Corporations:

Lütkepohl, Helmut (Author), Meitz, Mika (Author), Nets̆unajev, Aleksei (Author), Saikkonen, Pentti (Author)

Other Authors:

Meitz, Mika [Author] • Nets̆unajev, Aleksei [Author] • Saikkonen, Pentti [Author]

Type of Resource:

E-Book

Language:

English

published:

Berlin DIW Berlin, German Institute for Economic Research 2018

Series:

Subjects:

Heteroskedasticity

structural identification

vector autoregressive process

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Deutsches Institut für Wirtschaftsforschung: Discussion papers