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Testing for strong exogeneity in proxy-VARs - MaRDI portal

Testing for strong exogeneity in proxy-VARs (Q6664665)

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scientific article; zbMATH DE number 7968529
Language Label Description Also known as
English
Testing for strong exogeneity in proxy-VARs
scientific article; zbMATH DE number 7968529

    Statements

    title
    Testing for strong exogeneity in proxy-VARs (English)
    0 references
    author
    Martin Bruns
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    Q6617796
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    publication date
    16 January 2025
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    zbMATH Keywords
    structural vector autoregression
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    proxy VAR
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    exogeneity test
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    cites work
    Q5461413
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    Identifiers

    zbMATH DE Number
    7968529
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