List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Identification of SVAR Models by Combining Sign Restrictions With External Instruments Journal of Business and Economic Statistics | 2024-03-06 | Paper |
| Directed graphs and variable selection in large vector autoregressive models Journal of Time Series Analysis | 2023-08-24 | Paper |
| Residual autocorrelation testing for vector error correction models Journal of Econometrics | 2016-05-02 | Paper |
| Inference in VARs with conditional heteroskedasticity of unknown form Journal of Econometrics | 2015-12-18 | Paper |
| Model reduction methods for vector autoregressive processes. Lecture Notes in Economics and Mathematical Systems | 2004-02-01 | Paper |
Research outcomes over time
This page was built for person: Ralf Brüggemann
