Testing identification via heteroskedasticity in structural vector autoregressive models
Helmut Lütkepohl, Mika Meitz, Aleksei Netšunajev and Pentti Saikkonen
| Year of publication: |
2021
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|---|---|
| Authors: | Lütkepohl, Helmut ; Meitz, Mika ; Netšunajev, Aleksei ; Saikkonen, Pentti |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 24.2021, 1, p. 1-22
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| Subject: | Heteroskedasticity | structural identification | vector autoregressive process | VAR-Modell | VAR model | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utaa008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012504441