SVAR identification from higher moments : has the simultaneous causality problem been solved?
by José Luis Montiel Olea, Mikkel Plagborg-Møller, and Eric Qian
| Year of publication: |
2022
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|---|---|
| Authors: | Olea, José Luis Montiel ; Plagborg-Møller, Mikkel ; Qian, Eric |
| Published in: |
AEA papers and proceedings. - Nashville, TN : American Economic Association, ISSN 2574-0776, ZDB-ID 2932594-8. - Vol. 112.2022, p. 481-485
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| Subject: | VAR-Modell | VAR model | Momentenmethode | Method of moments | Kausalanalyse | Causality analysis | Heteroskedastizität | Heteroscedasticity | Kritik | Criticism |
| Description of contents: | Description [aeaweb.org] |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1257/pandp.20221047 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013254288