Identification of SVAR Models by Combining Sign Restrictions With External Instruments (Q6190721)
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scientific article; zbMATH DE number 7813799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of SVAR Models by Combining Sign Restrictions With External Instruments |
scientific article; zbMATH DE number 7813799 |
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Identification of SVAR Models by Combining Sign Restrictions With External Instruments (English)
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6 March 2024
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external instruments
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proxy VAR
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sign restrictions
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structural vector autoregressive model
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