Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity

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Bibliographic Details

Authors and Corporations:	Lütkepohl, Helmut (Author)
Type of Resource:	E-Book
Language:	English
published:	Berlin DIW Berlin, German Institute for Economic Research 2020
Series:	Deutsches Institut für Wirtschaftsforschung: Discussion papers ; 1871
Subjects:	Structural vector autoregression identification through heteroskedasticity structural shocks Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen