Identification and estimation of non-Gaussian structural vector autoregressions (Q77374)
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scientific article; zbMATH DE number 6674390
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification and estimation of non-Gaussian structural vector autoregressions |
scientific article; zbMATH DE number 6674390 |
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196
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2
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288-304
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February 2017
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13 January 2017
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Identification and estimation of non-Gaussian structural vector autoregressions (English)
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structural vector autoregressive model
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identification
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impulse responses
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non-Gaussianity
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