Are spectral estimators useful for long-run restrictions in SVARs?
type: Item
instance of: scholarly article
title: Are spectral estimators useful for long-run restrictions in SVARs?
zbMATH Open document ID: 1346.62109
author: Elmar Mertens
publication date: 2016-10-06T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6633172
zbMATH Keywords: structural VAR
zbMATH Keywords: long-run identification
zbMATH Keywords: nonparametric estimation
zbMATH Keywords: spectral factorization
MaRDI profile type: Publication
full work available at URL: j.jedc.2012.06.007
OpenAlex ID: W2003073678
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DOI: 10.1016/J.JEDC.2012.06.007
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 6633172