Identification of structural vector autoregressions through higher unconditional moments (Q2236880)
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scientific article; zbMATH DE number 7414279
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| English | Identification of structural vector autoregressions through higher unconditional moments |
scientific article; zbMATH DE number 7414279 |
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Identification of structural vector autoregressions through higher unconditional moments (English)
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26 October 2021
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bootstrap procedure
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excess kurtosis
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identification condition
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rank test
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skewness
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structural vector autoregression
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