Locally robust inference for non-Gaussian SVAR models
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Publication:6565809
DOI10.3982/QE2274MaRDI QIDQ6565809FDOQ6565809
Authors: Lukas Hoesch, Adam J. Lee, Geert Mesters
Publication date: 2 July 2024
Published in: Quantitative Economics (Search for Journal in Brave)
hypothesis testingimpulse responsesindependent component analysissemiparametric inferenceweak identification
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Cited In (2)
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