Editorial for special issue: Vector autoregressions

DOI10.1016/J.JECONOM.2021.07.003MaRDI QIDQ2236877zbMATH OpenOpenAlexFDO

Authors

Publication date 26 October 2021

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2021.07.003

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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• Structural vector autoregressions: theory of identification and algorithms for inference

Cited in

(1)

• Introduction to the themed issue: Macroeconometrics

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