Tests for overidentifying restrictions in factor-augmented VAR models (Q2343754)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Tests for overidentifying restrictions in factor-augmented VAR models |
scientific article; zbMATH DE number 6433594
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Tests for overidentifying restrictions in factor-augmented VAR models |
scientific article; zbMATH DE number 6433594 |
Statements
Tests for overidentifying restrictions in factor-augmented VAR models (English)
0 references
6 May 2015
0 references
factor model
0 references
identification
0 references
structural impulse responses
0 references
monetary policy shock
0 references
0 references
0.8013012409210205
0 references
0.7747122645378113
0 references
0.7682462334632874
0 references
0.7674557566642761
0 references
0.7609858512878418
0 references
