Erratum to: Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models

DOI10.1093/ECTJ/UTAA015OpenAlexW4242311297MaRDI QIDQ5083256FDOQ5083256

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Publication date: 22 June 2022

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

Full work available at URL: https://doi.org/10.1093/ectj/utaa015

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (3)

• Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum
• Erratum to: ``Testing structural changes in panel data with small fixed panel size and bootstrap
• Testing identification via heteroskedasticity in structural vector autoregressive models

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