Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications
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Publication:4628445
DOI10.3982/ECTA14468zbMath1414.62353OpenAlexW2795255896MaRDI QIDQ4628445
Jonas E. Arias, Daniel F. Waggoner, Juan Francisco Rubio-Ramıŕez
Publication date: 13 March 2019
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta14468
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)
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