A topological view on the identification of structural vector autoregressions (Q1668288)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A topological view on the identification of structural vector autoregressions |
scientific article |
Statements
A topological view on the identification of structural vector autoregressions (English)
0 references
3 September 2018
0 references
SVAR
0 references
identification
0 references
group action
0 references
Haar measure
0 references
perturbation
0 references
time-varying covariance matrices
0 references
0 references
0 references
