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

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Latest revision as of 19:31, 30 December 2024

scientific article; zbMATH DE number 7704516
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English
Refining set-identification in VARs through independence
scientific article; zbMATH DE number 7704516

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    Refining set-identification in VARs through independence (English)
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    29 June 2023
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    vector-autoregression
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    sign restrictions
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    set-identification
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    weak identification
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    independent shocks
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