Pages that link to "Item:Q2208898"
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The following pages link to Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity (Q2208898):
Displaying 6 items.
- Structural vector autoregressions with smooth transition in variances (Q77370) (← links)
- Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969) (← links)
- On identifying structural VAR models via ARCH effects (Q1695560) (← links)
- Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions (Q1927788) (← links)
- Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification (Q2691650) (← links)
- Testing identification via heteroskedasticity in structural vector autoregressive models (Q5083239) (← links)