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:

Subjects:

Structural vector autoregression

identification through heteroskedasticity

structural shocks

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Deutsches Institut für Wirtschaftsforschung: Discussion papers