On weak identification in structural VARMA models
type: Item
instance of: scholarly article
title: On weak identification in structural VARMA models
zbMATH Open document ID: 1396.91421
author: Wenying Yao
author: Timothy Kam
author: Farshid Vahid
published in: Economics Letters
publication date: 2018-09-12T00:00:00Z
Mathematics Subject Classification ID: 91B51
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6935623
zbMATH Keywords: VARMA
zbMATH Keywords: VAR
zbMATH Keywords: DSGE
zbMATH Keywords: impulse response analysis
MaRDI profile type: Publication
full work available at URL: j.econlet.2017.03.035
OpenAlex ID: W2605220265
cites work: Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form
cites work: A complete VARMA modelling methodology based on scalar components
cites work: Business cycle analysis without much theory: A look at structural VARs
cites work: Business cycle analysis and VARMA models
cites work: Econometric analysis of structural systems with permanent and transitory shocks
DOI: 10.1016/J.ECONLET.2017.03.035
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description: scientific article; zbMATH DE number 6935623