Pages that link to "Item:Q1656455"
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The following pages link to Testing for identification in SVAR-GARCH models (Q1656455):
Displaying 12 items.
- Structural vector autoregressions with smooth transition in variances (Q77370) (← links)
- Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
- On identifying structural VAR models via ARCH effects (Q1695560) (← links)
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← 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)
- Inference in partially identified heteroskedastic simultaneous equations models (Q2227049) (← links)
- Tests for overidentifying restrictions in factor-augmented VAR models (Q2343754) (← links)
- Identifying Shocks via Time-Varying Volatility (Q5022719) (← links)
- Testing identification via heteroskedasticity in structural vector autoregressive models (Q5083239) (← links)
- Identification of Structural Vector Autoregressions by Stochastic Volatility (Q6620855) (← links)
- Heteroscedastic Proxy Vector Autoregressions (Q6620946) (← links)