Refining set-identification in VARs through independence (Q6108329): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2023.01.011
@@ Property / DOI: 10.1016/j.jeconom.2023.01.011 / rank @@
-Normal rank
@@ Property / cites work @@
+Identification and inference with ranking restrictions
+Normal rank
@@ Property / cites work @@
+Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
+Normal rank
@@ Property / cites work @@
+A consistent test of independence based on a sign covariance related to Kendall's tau
+Normal rank
@@ Property / cites work @@
+The Impact of Uncertainty Shocks
@@ Property / cites work: The Impact of Uncertainty Shocks / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution Free Tests of Independence Based on the Sample Distribution Function
+Normal rank
@@ Property / cites work @@
+Monte Carlo Confidence Sets for Identified Sets
@@ Property / cites work: Monte Carlo Confidence Sets for Identified Sets / rank @@
+Normal rank
@@ Property / cites work @@
+Independent component analysis, a new concept?
@@ Property / cites work: Independent component analysis, a new concept? / rank @@
+Normal rank
@@ Property / cites work @@
+Delta-method inference for a class of set-identified SVARs
+Normal rank
@@ Property / cites work @@
+Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
+Normal rank
@@ Property / cites work @@
+Robust Bayesian Inference for Set‐Identified Models
+Normal rank
@@ Property / cites work @@
+Statistical inference for independent component analysis: application to structural VAR models
+Normal rank
@@ Property / cites work @@
+Identification and Estimation in Non-Fundamental Structural VARMA Models
+Normal rank
@@ Property / cites work @@
+Inference for VARs identified with sign restrictions
+Normal rank
@@ Property / cites work @@
+Identification of structural vector autoregressions through higher unconditional moments
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Density Estimation
@@ Property / cites work: Autoregressive Conditional Density Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+A Class of Statistics with Asymptotically Normal Distribution
+Normal rank
@@ Property / cites work @@
+Structural Vector Autoregressive Analysis
@@ Property / cites work: Structural Vector Autoregressive Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Identification and estimation of non-Gaussian structural vector autoregressions
+Normal rank
@@ Property / cites work @@
+Identifying Shocks via Time-Varying Volatility
@@ Property / cites work: Identifying Shocks via Time-Varying Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian and Frequentist Inference in Partially Identified Models
+Normal rank
@@ Property / cites work @@
+Local Projections and VARs Estimate the Same Impulse Responses
+Normal rank
@@ Property / cites work @@
+GMM with Weak Identification
@@ Property / cites work: GMM with Weak Identification / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2023.01.011
@@ Property / DOI: 10.1016/J.JECONOM.2023.01.011 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6108329