(2010, 'Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference,' Review of Economic … sufficient for global identification. Analytical investigation of the counterexample clarifies why their sufficiency claim breaks … identifying information. We derive a modified necessary and sufficient condition for SVAR global identification and clarify how it …

to analyze the identification of a model independently of any particular parametric specification, it is useful to … perform a nonparametric analysis of identification. This chapter presents some of the recent results on the identification of … nonparametric econometric models. It considers identification in models that are additive in unobservable random terms and in models …

identification. The model is applied to data of US and further stock markets. Indeed, we find strong nonlinear, volatility …