Are spectral estimators useful for long-run restrictions in SVARs? (Q318860)
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scientific article; zbMATH DE number 6633172
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Are spectral estimators useful for long-run restrictions in SVARs? |
scientific article; zbMATH DE number 6633172 |
Statements
Are spectral estimators useful for long-run restrictions in SVARs? (English)
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6 October 2016
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structural VAR
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long-run identification
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nonparametric estimation
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spectral factorization
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0.80030835
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0.7943566
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0.7910795
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0.78815407
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0.7818305
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0.7665094
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0.76603454
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