Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity (Q2208898)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity |
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Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity (English)
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4 November 2020
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structural vector autoregression
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identification through heteroskedasticity
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structural shocks
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