Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification
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Publication:2691650
DOI10.1515/snde-2015-0030OpenAlexW3121883905MaRDI QIDQ2691650
Varang Wiriyawit, Benjamin Wong
Publication date: 30 March 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2015-0030
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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