A topological view on the identification of structural vector autoregressions (Q1668288)
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scientific article; zbMATH DE number 6930663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A topological view on the identification of structural vector autoregressions |
scientific article; zbMATH DE number 6930663 |
Statements
A topological view on the identification of structural vector autoregressions (English)
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3 September 2018
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SVAR
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identification
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group action
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Haar measure
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perturbation
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time-varying covariance matrices
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