Testing for strong exogeneity in proxy-VARs
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Publication:6664665
DOI10.1016/j.jeconom.2024.105876MaRDI QIDQ6664665
[[Person:6617796|Author name not available (Why is that?)]], Martin Bruns
Publication date: 16 January 2025
Published in: Journal of Econometrics (Search for Journal in Brave)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
- Title not available (Why is that?)
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- Heteroscedastic Proxy Vector Autoregressions
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