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

Saved in:

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
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen