Inference in structural vector autoregressions identified with an external instrument
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Publication:2236882
DOI10.1016/j.jeconom.2020.05.014OpenAlexW3075752142MaRDI QIDQ2236882
James H. Stock, Mark W. Watson, José Luis Montiel Olea
Publication date: 26 October 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.05.014
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Related Items (9)
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