Testing for identification in SVAR-GARCH models (Q1656455)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for identification in SVAR-GARCH models |
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Testing for identification in SVAR-GARCH models (English)
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10 August 2018
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structural vector autoregression
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conditional heteroskedasticity
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GARCH
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identification via heteroskedasticity
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