Testing identification via heteroskedasticity in structural vector autoregressive models
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 1368-4221. - Vol. 24.2021, 1, p. 1-22
|
Publisher: |
Oxford : Oxford University Press |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1093/ectj/utaa008 [DOI] hdl:10419/233855 [Handle] RePEc:zbw:espost:233855 [RePEc] |
Classification: | C32 - Time-Series Models |
Source: |
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