Uncertain identification

DOI10.3982/QE1671zbMATH Open1489.91104OpenAlexW4205858602MaRDI QIDQ5087323FDOQ5087323

Authors: Raffaella Giacomini, Toru Kitagawa, Alessio Volpicella 

Publication date: 11 July 2022

Published in: Quantitative Economics (Search for Journal in Brave)

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

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zbMATH Keywords

sensitivity analysismodel averagingambiguityBayesian robustnesspartial identification

Mathematics Subject Classification ID

Utility theory (91B16)

Cited In (2)

• 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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