Pages that link to "Item:Q1734571"
From MaRDI portal
The following pages link to Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571):
Displaying 5 items.
- Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
- An impulse-response function for a vector autoregression with multivariate GARCH-in-mean (Q1925982) (← links)
- Qualitative versus quantitative external information for proxy vector autoregressive analysis (Q2246599) (← links)
- Monetary policy, external instruments, and heteroskedasticity (Q6067210) (← links)
- Heteroscedastic Proxy Vector Autoregressions (Q6620946) (← links)