Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
type: Item
instance of: scholarly article
title: Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
zbMATH Open document ID: 1411.62257
author: Thore Schlaak
author: Helmut Lütkepohl
publication date: 2019-03-27T00:00:00Z
full work available at URL: dp1750.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7043294
zbMATH Keywords: structural vector autoregression
zbMATH Keywords: conditional heteroskedasticity
zbMATH Keywords: GARCH
zbMATH Keywords: identification via heteroskedasticity
MaRDI profile type: Publication
OpenAlex ID: W2914475829
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Wikidata QID: Q128411673
DOI: 10.1016/J.JEDC.2019.01.008
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published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 7043294