Pages that link to "Item:Q2116335"
From MaRDI portal
The following pages link to Identification of structural multivariate GARCH models (Q2116335):
Displaying 9 items.
- Testing for identification in SVAR-GARCH models (Q1656455) (← links)
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
- Identification of long memory in GARCH models (Q1766999) (← links)
- Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887) (← links)
- Asymmetric volatility impulse response functions (Q2681836) (← links)
- Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification (Q2691650) (← links)
- (Q5425800) (← links)
- Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles (Q6111414) (← links)
- Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)