Refining set-identification in VARs through independence (Q6108329)
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scientific article; zbMATH DE number 7704516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Refining set-identification in VARs through independence |
scientific article; zbMATH DE number 7704516 |
Statements
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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