Testing identification via heteroskedasticity in structural vector autoregressive models
Helmut Lütkepohl, Mika Meitz, Aleksei Netšunajev and Pentti Saikkonen
| Year of publication: |
2021
|
|---|---|
| Authors: | Lütkepohl, Helmut ; Meitz, Mika ; Netšunajev, Aleksei ; Saikkonen, Pentti |
| 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://ebvufind01.dmz1.zbw.eu/10012504441