On identifying structural VAR models via ARCH effects (Q1695560)
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scientific article; zbMATH DE number 6835810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On identifying structural VAR models via ARCH effects |
scientific article; zbMATH DE number 6835810 |
Statements
On identifying structural VAR models via ARCH effects (English)
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7 February 2018
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structural vector autoregression
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SVAR
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ARCH
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GARCH
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local identification
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