Inference in structural Vector Autoregressions identified with an external instrument
José L. Montiel Olea, James H. Stock, Mark W. Watson
| Year of publication: |
2021
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|---|---|
| Authors: | Olea, José Luis Montiel ; Stock, James H. ; Watson, Mark W. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 225.2021, 1, p. 74-87
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| Subject: | Narrative approach | Instrumental variables | Weak identification | Impulse response functions | VAR-Modell | VAR model | Schätztheorie | Estimation theory | IV-Schätzung | Induktive Statistik | Statistical inference | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.05.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013279009