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Structural VAR models in the frequency domain - MaRDI portal

Structural VAR models in the frequency domain (Q6175543)

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scientific article; zbMATH DE number 7729863
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English
Structural VAR models in the frequency domain
scientific article; zbMATH DE number 7729863

    Statements

    title
    Structural VAR models in the frequency domain (English)
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    author
    Alain Guay
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    Florian Pelgrin
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    publication date
    18 August 2023
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    zbMATH Keywords
    SVARs
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    frequency domain
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    asymptotic least squares
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    continuum of identifying restrictions
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    cites work
    Q4870467
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    Q3334886
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    Q4840212
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    TESTS OF RANK
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    Q3996207
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    Identifiers

    zbMATH DE Number
    7729863
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    OpenAlex ID
    W4381060086
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