Delta-method inference for a class of set-identified SVARs
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Cites work
- scientific article; zbMATH DE number 5135703 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- Asymptotic analysis of stochastic programs
- Bayesian and frequentist inference in partially identified models
- Bootstrapping Autoregressive Processes with Possible Unit Roots
- Delta-method inference for a class of set-identified SVARs
- Identification and shape restrictions in nonparametric instrumental variables estimation
- Inference based on structural vector autoregressions identified with sign and zero restrictions: theory and applications
- Inference in Linear Time Series Models with some Unit Roots
- Inference on impulse response functions in structural VAR models
- Making wald tests work for cointegrated VAR systems
- On convergence of posterior distributions
- On nondifferentiable functions and the bootstrap
- Problems related to confidence intervals for impulse responses of autoregressive processes
- Sensitivity and stability analysis for nonlinear programming
- Sign restrictions, structural vector autoregressions, and useful prior information
- Statistical inference in vector autoregressions with possibly integrated processes
- The numerical delta method
- What are the limits of posterior distributions arising from nonidentified models, and why should we care?
Cited in
(20)- Robust Bayesian inference in proxy SVARs
- Debiased machine learning of set-identified linear models
- Qualitative versus quantitative external information for proxy vector autoregressive analysis
- (Machine) learning parameter regions
- Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”
- SVARs Identification Through Bounds on the Forecast Error Variance
- Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments
- Bayesian inference on structural impulse response functions
- Identification and inference with ranking restrictions
- Inference for VARs identified with sign restrictions
- Inference on impulse response functions in structural VAR models
- The uniform validity of impulse response inference in autoregressions
- Refining set-identification in VARs through independence
- Uniform confidence bands: characterization and optimality
- Posterior distribution of nondifferentiable functions
- Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
- Advances in using vector autoregressions to estimate structural magnitudes
- Delta-method inference for a class of set-identified SVARs
- A generalized method of impulse identification
- Classical \(p\)-values and the Bayesian posterior probability that the hypothesis is approximately true
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