Robust Bayesian inference in proxy SVARs
type: Item
instance of: scholarly article
title: Robust Bayesian inference in proxy SVARs
author: Raffaella Giacomini
author: Toru Kitagawa
author: Matthew Read
published in: Journal of Econometrics
publication date: 2022-03-16T00:00:00Z
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7491179
zbMATH Keywords: external instruments
zbMATH Keywords: multiple priors
zbMATH Keywords: set-identification
zbMATH Keywords: SVAR
zbMATH Keywords: weak identification
MaRDI profile type: Publication
full work available at URL: j.jeconom.2021.02.003
OpenAlex ID: W4213087387
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DOI: 10.1016/J.JECONOM.2021.02.003
description: scientific article; zbMATH DE number 7491179