Identification of structural vector autoregressions through higher unconditional moments
Year of publication: |
2020
|
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Authors: | Guay, Alain |
Publisher: |
Montréal : Université du Québec à Montréal, École des sciences de la gestion (ESG UQAM), Département des sciences économiques |
Subject: | Bootstrap procedure | excess kurtosis | identification condition | rank test | skewness | structural vector autoregression |
Series: | Document de travail ; 2020-14 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 174191521X [GVK] hdl:10419/234814 [Handle] |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: |
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Identification of structural Vector Autoregressions through higher unconditional moments
Guay, Alain, (2021)
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Identification of structural vector autoregressions through higher unconditional moments
Guay, Alain, (2020)
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