Testing identification via heteroskedasticity in structural vector autoregressive models (Q5083239)
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scientific article; zbMATH DE number 7546380
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| English | Testing identification via heteroskedasticity in structural vector autoregressive models |
scientific article; zbMATH DE number 7546380 |
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Testing identification via heteroskedasticity in structural vector autoregressive models (English)
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22 June 2022
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heteroskedasticity
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structural identification
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vector autoregressive process
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0.93091065
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0.9033386
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0.8978355
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0.89518297
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0.89163786
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0.88797414
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0.8878638
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