Identification of structural Vector Autoregressions through higher unconditional moments
Alain Guay
| Year of publication: |
2021
|
|---|---|
| Authors: | Guay, Alain |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 225.2021, 1, p. 27-46
|
| Subject: | Bootstrap procedure | Excess kurtosis | Identification condition | Rank test | Skewness | Structural vector autoregression | VAR-Modell | VAR model | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013279004