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Sign restrictions in high-dimensional vector autoregressions
Korobilis, Dimitris
-
2020
Persistent link: https://www.econbiz.de/10012665127
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Structural
inference
from reduced forms with Many instruments
Phillips, Peter C. B.
;
Gao, Wayne Yuan
-
2016
Persistent link: https://www.econbiz.de/10011647484
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Structural
inference
from reduced forms with many instruments
Phillips, Peter C. B.
;
Gao, Wayne Yuan
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 96-116
Persistent link: https://www.econbiz.de/10011897653
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