Testing identification via heteroskedasticity in structural vector autoregressive models
Year of publication: |
2018
|
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Authors: | Lütkepohl, Helmut ; Meitz, Mika ; Netšunajev, Aleksei ; Saikkonen, Pentti |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | heteroskedasticity | structural identification | vector autoregressive process |
Series: | DIW Discussion Papers ; 1764 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1036473465 [GVK] hdl:10419/183597 [Handle] |
Classification: | C32 - Time-Series Models |
Source: |
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