Uncertain identification

DOI10.3982/QE1671MaRDI QIDQ5087323zbMATH OpenOpenAlexFDO

Authors Raffaella Giacomini, Toru Kitagawa, Alessio Volpicella

Publication date 11 July 2022

Published in Quantitative Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.3982/qe1671

zbMATH Keywords

sensitivity analysismodel averagingambiguityBayesian robustnesspartial identification

Mathematics Subject Classification ID

Utility theory (91B16)

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• Estimating the ordering of variables in a VAR using a Plackett-Luce prior
• Advances in using vector autoregressions to estimate structural magnitudes

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