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 50 items.
- svars (Q54009) (← links)
- Statistical inference for independent component analysis: application to structural VAR models (Q341899) (← links)
- Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (Q472754) (← links)
- The ontological status of shocks and trends in macroeconomics (Q516204) (← links)
- Identification of nonlinear VAR models using general conditional independence graphs (Q537482) (← links)
- Structural information in recursive VAR orderings (Q671539) (← links)
- Temporal aggregation and SVAR identification, with an application to fiscal policy (Q1046293) (← links)
- Estimation and inference of dynamic structural factor models with over-identifying restrictions (Q1652946) (← links)
- Measuring nonfundamentalness for structural VARs (Q1656410) (← links)
- A topological view on the identification of structural vector autoregressions (Q1668288) (← links)
- On identifying structural VAR models via ARCH effects (Q1695560) (← links)
- Bayesian nonparametric vector autoregressive models (Q1706488) (← links)
- Likelihood preserving normalization in multiple equation models (Q1810671) (← links)
- Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions (Q1927788) (← links)
- Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks (Q2054847) (← links)
- Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887) (← links)
- Identification of structural multivariate GARCH models (Q2116335) (← links)
- Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach (Q2125968) (← links)
- Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations (Q2136973) (← links)
- Directed acyclic graph based information shares for price discovery (Q2152334) (← links)
- Proxy SVAR identification of monetary policy shocks -- Monte Carlo evidence and insights for the US (Q2152349) (← links)
- Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models (Q2155313) (← links)
- Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity (Q2208898) (← links)
- Zero-diagonality as a linear structure (Q2209575) (← links)
- Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles (Q2212816) (← links)
- Identification of structural vector autoregressions through higher unconditional moments (Q2236880) (← links)
- Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty (Q2236881) (← links)
- The Jacobian of the exponential function (Q2246606) (← links)
- Estimation of a structural vector autoregression model using non-Gaussianity (Q2896095) (← links)
- Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions (Q3160928) (← links)
- Structural Vector Autoregressions With Nonnormal Residuals (Q3160939) (← links)
- Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (Q3563640) (← links)
- Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions (Q4586180) (← links)
- Identifiability and estimation of structural vector autoregressive models for subsampled and mixed-frequency time series (Q4973625) (← links)
- Testing identification via heteroskedasticity in structural vector autoregressive models (Q5083239) (← links)
- Vector autoregression models with skewness and heavy tails (Q6106642) (← links)
- Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) (← links)
- Refining set-identification in VARs through independence (Q6108329) (← links)
- Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles (Q6111414) (← links)
- Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) (← links)
- Time series estimation of the dynamic effects of disaster-type shocks (Q6163275) (← links)
- The importance of supply and demand for oil prices: Evidence from non‐Gaussianity (Q6185465) (← links)
- Dynamic Score-Driven Independent Component Analysis (Q6190328) (← links)
- Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics (Q6190694) (← links)
- Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks (Q6190744) (← links)
- Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation (Q6554226) (← links)
- Locally robust inference for non-Gaussian SVAR models (Q6565809) (← links)
- Identification of vector autoregressive models with nonlinear contemporaneous structure (Q6572632) (← links)
- Non-maturing deposits modelling in an Ornstein-Uhlenbeck framework (Q6581512) (← links)
- GMM Estimation of Non-Gaussian Structural Vector Autoregression (Q6617737) (← links)
