Pages that link to "Item:Q1695560"
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The following pages link to On identifying structural VAR models via ARCH effects (Q1695560):
Displayed 3 items.
- Testing for identification in SVAR-GARCH models (Q1656455) (← links)
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
- Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)