Erratum to: Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models

DOI10.1093/ECTJ/UTAA015MaRDI QIDQ5083256zbMATH OpenOpenAlexFDO

Authors

Publication date 22 June 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/ectj/utaa015

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(3)

• Erratum to: ``Testing structural changes in panel data with small fixed panel size and bootstrap
• Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum
• Testing identification via heteroskedasticity in structural vector autoregressive models

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