Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks (Q6190744)

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scientific article; zbMATH DE number 7813819
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Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks
scientific article; zbMATH DE number 7813819

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    Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks (English)
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    6 March 2024
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    carbon dioxide emissions
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    gasoline tax
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    generalized method of moments
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    non-Gaussian time series
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    structural vector autoregression
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