Pages that link to "Item:Q77374"
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The following pages link to Identification and estimation of non-Gaussian structural vector autoregressions (Q77374):
Displaying 4 items.
- A Generalized Method of Moments Estimator for Structural Vector Autoregressions Based on Higher Moments (Q6617797) (← links)
- Identification of Structural Vector Autoregressions by Stochastic Volatility (Q6620855) (← links)
- Specification tests for non-Gaussian structural vector autoregressions (Q6664656) (← links)
- Consistent causal inference for high-dimensional time series (Q6664676) (← links)