Pages that link to "Item:Q77370"
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The following pages link to Structural vector autoregressions with smooth transition in variances (Q77370):
Displaying 14 items.
- svars (Q54009) (← links)
- Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969) (← links)
- Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (Q472754) (← links)
- Structural vector autoregressions with Markov switching (Q846505) (← links)
- Asymmetries and Markov-switching structural VAR (Q1657582) (← links)
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
- Vector distributed lag models with smoothness priors (Q1896100) (← links)
- Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations (Q2136973) (← links)
- Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity (Q2208898) (← links)
- Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty (Q2236881) (← links)
- On the evolution of the monetary policy transmission mechanism (Q2271686) (← links)
- Structural Vector Autoregressions With Nonnormal Residuals (Q3160939) (← links)
- Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles (Q6111414) (← links)
- Identification of Structural Vector Autoregressions by Stochastic Volatility (Q6620855) (← links)
