The aspect-based sentiment analysis of hotel reviews represents a critical yet underexplored area of research. Such reviews encompass a range of expressions that extend beyond simple positive, negative, or neutral sentiments, delving into specific aspects discussed within the review. For...

This paper presents new results on the identification of heteroskedastic structural vector autoregressive (HSVAR) models. Point identification of HSVAR models fails when some shifts in the variances of the structural shocks are suspected to be statistically indistinguishable from each other....