A Theory Of Data-Oriented Identification With A Svar Application
Year of publication: |
2014
|
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Authors: | Arefiev, Nikolay |
Institutions: | National Research University Higher School of Economics |
Subject: | Identication | instrumental variables | data-oriented identication | sparse structural models | structural vector autoregression | SVAR | simultaneous equations model | SEM | probabilistic graphical model | PGM |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in WP BRP Series: Economics / EC, November 2014, pages 1-59 Number WP BRP 79/EC/2014 59 pages |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; E31 - Price Level; Inflation; Deflation ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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