Identification Using Stability Restrictions
From MaRDI portal
Publication:4615890
DOI10.3982/ECTA9612zbMath1410.62207OpenAlexW2105722152MaRDI QIDQ4615890
Sophocles Mavroeidis, Leandro M. Magnusson
Publication date: 29 January 2019
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta9612
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Dynamical systems in optimization and economics (37N40)
Related Items (4)
Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression ⋮ Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty ⋮ Projection-based inference with particle swarm optimization ⋮ Efficient estimation with time-varying information and the New Keynesian Phillips curve
This page was built for publication: Identification Using Stability Restrictions