A topological view on the identification of structural vector autoregressions (Q1668288): Difference between revisions

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Revision as of 12:15, 16 July 2024

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A topological view on the identification of structural vector autoregressions
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    A topological view on the identification of structural vector autoregressions (English)
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    3 September 2018
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    SVAR
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    identification
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    group action
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    Haar measure
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    perturbation
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    time-varying covariance matrices
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