A Generalized Method of Moments Estimator for Structural Vector Autoregressions Based on Higher Moments

DOI10.1080/07350015.2020.1730858zbMATH Open1547.62791MaRDI QIDQ6617797

Could not fetch data.

Publication date: 11 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Identification and estimation of non-Gaussian structural vector autoregressions
• Consistent noisy independent component analysis
• Statistical inference for independent component analysis: application to structural VAR models
• Independent component analysis, a new concept?
• Linear and nonlinear programming
• Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
• Structural Vector Autoregressive Analysis

Related Items (2)

Locally robust inference for non-Gaussian SVAR models ⋮ Testing for strong exogeneity in proxy-VARs

This page was built for publication: A Generalized Method of Moments Estimator for Structural Vector Autoregressions Based on Higher Moments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6617797)