Pages that link to "Item:Q472754"
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The following pages link to Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (Q472754):
Displaying 13 items.
- Structural vector autoregressions with smooth transition in variances (Q77370) (← links)
- Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969) (← links)
- Reducing confidence bands for simulated impulse responses (Q379920) (← links)
- Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
- Testing for serial independence in vector autoregressive models (Q1757250) (← links)
- Dynamics of hierarchical clustering in stocks market during financial crises (Q2096756) (← links)
- Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations (Q2136973) (← links)
- Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity (Q2208898) (← links)
- Price discovery in the markets for credit risk: a Markov switching approach (Q2691657) (← links)
- Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)
- Monetary policy, external instruments, and heteroskedasticity (Q6067210) (← links)
- Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles (Q6111414) (← links)
