Pages that link to "Item:Q1695560"
From MaRDI portal
The following pages link to On identifying structural VAR models via ARCH effects (Q1695560):
Displaying 6 items.
- Structural information in recursive VAR orderings (Q671539) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- Testing for identification in SVAR-GARCH models (Q1656455) (← links)
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
- Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)
- Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities (Q6623182) (← links)