Testing for identification in SVAR-GARCH models (Q1656455)
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scientific article; zbMATH DE number 6916227
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for identification in SVAR-GARCH models |
scientific article; zbMATH DE number 6916227 |
Statements
Testing for identification in SVAR-GARCH models (English)
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10 August 2018
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structural vector autoregression
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conditional heteroskedasticity
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GARCH
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identification via heteroskedasticity
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0.9039478
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0.8978355
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0.8753656
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0.8740969
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0.8737916
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0.87166977
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0.87012994
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0.86968136
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