Pages that link to "Item:Q3160928"
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The following pages link to Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions (Q3160928):
Displaying 10 items.
- Are spectral estimators useful for long-run restrictions in SVARs? (Q318860) (← links)
- Determining long-run neutrality in a partially nonstationary model (Q1929099) (← links)
- Understanding the effect of technology shocks in SVARs with long-run restrictions (Q1994424) (← links)
- Estimation of structural impulse responses: short-run versus long-run identifying restrictions (Q2316732) (← links)
- Long- versus medium-run identification in fractionally integrated VAR models (Q2512358) (← links)
- Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks (Q2697067) (← links)
- Asymptotic confidence intervals for impulse responses of near‐integrated processes (Q3023035) (← links)
- Inference for VARs identified with sign restrictions (Q4625062) (← links)
- ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (Q5218426) (← links)
- GMM Estimation of Non-Gaussian Structural Vector Autoregression (Q6617737) (← links)