Identification and inference with ranking restrictions

DOI10.3982/QE1277zbMath1477.62362OpenAlexW3118394166MaRDI QIDQ5164472

Thorsten Drautzburg, Pooyan Amir-Ahmadi

Publication date: 11 November 2021

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

Full work available at URL: https://doi.org/10.3982/qe1277

zbMATH Keywords

heterogeneityBayesian inferencestructural VARsampling methodssign restrictionsposterior boundsset-identificationproductivity newsranking restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Refining set-identification in VARs through independence ⋮ A new posterior sampler for Bayesian structural vector autoregressive models

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