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Givens rotations
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QR decomposition
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sign and parametric restrictions
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Combining
sign
and
parametric
restrictions
in SVARs by utilising Givens rotations
Fisher, Lance A.
;
Huh, Hyeon-seung
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012289397
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