Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles (Q6111414)
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scientific article; zbMATH DE number 7708378
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles |
scientific article; zbMATH DE number 7708378 |
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Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles (English)
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6 July 2023
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structural vector autoregressions
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sign restrictions
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set identification
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impulse response functions
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independent component analysis
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