Pages that link to "Item:Q2654404"
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The following pages link to Econometric analysis of structural systems with permanent and transitory shocks (Q2654404):
Displayed 6 items.
- Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (Q472754) (← links)
- Cointegration, long-run structural modelling and weak exogeneity: two models of the UK economy (Q736560) (← links)
- Structural vector autoregressions with Markov switching (Q846505) (← links)
- On weak identification in structural VARMA models (Q1673503) (← links)
- Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification (Q2691650) (← links)
- ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (Q5218426) (← links)