Are spectral estimators useful for long-run restrictions in SVARs? (Q318860)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Are spectral estimators useful for long-run restrictions in SVARs? |
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Are spectral estimators useful for long-run restrictions in SVARs? (English)
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6 October 2016
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structural VAR
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long-run identification
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nonparametric estimation
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spectral factorization
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