Zero-diagonality as a linear structure

DOI10.1016/J.ECONLET.2020.109513zbMath1452.62377OpenAlexW3038670312MaRDI QIDQ2209575

Enrique Sentana, Jan R. Magnus

Publication date: 4 November 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://papers.tinbergen.nl/20039.pdf

zbMATH Keywords

networksdiagonalityrestricted matricesstructural vector autoregressionsspatial econometric models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Factorization of matrices (15A23)

Related Items (1)

Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions

Cites Work

• Unnamed Item
• Identification and estimation of non-Gaussian structural vector autoregressions

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