Robust Bayesian inference in proxy SVARs (Q2116362)

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Robust Bayesian inference in proxy SVARs
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    title
    Robust Bayesian inference in proxy SVARs (English)
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    author
    Raffaella Giacomini
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    Toru Kitagawa
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    Matthew Read
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    publication date
    16 March 2022
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    zbMATH DE Number
    7491179
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    zbMATH Keywords
    external instruments
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    multiple priors
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    set-identification
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    SVAR
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    weak identification
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    OpenAlex ID
    W4213087387
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