Locally- but not Globally-identified SVARs
Year of publication: |
2022
|
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Authors: | Bacchiocchi, Emanuele ; Kitagawa, Toru |
Publisher: |
Bologna : Alma Mater Studiorum - Università di Bologna, Dipartimento di Scienze Economiche (DSE) |
Subject: | local identification | Bayesian inference | Markov Chain Monte Carlo | robust Bayesian inference | frequentist inference | multi-modal posterior |
Series: | Quaderni - Working Paper DSE ; 1171 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.6092/unibo/amsacta/6925 [DOI] 1807245160 [GVK] hdl:10419/265170 [Handle] |
Classification: | C01 - Econometrics ; C13 - Estimation ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C51 - Model Construction and Estimation |
Source: |
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Locally- but not Globally-identified SVARs
Bacchiocchi, Emanuele, (2022)
-
Locally- but not globally-identified SVAR
Bacchiocchi, Emanuele, (2020)
-
Locally- but not globally-identified SVAR
Bacchiocchi, Emanuele, (2020)
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Partially identified heteroskedastic SVARs
Bacchiocchi, Emanuele, (2024)
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Locally- but not globally-identified SVAR
Bacchiocchi, Emanuele, (2020)
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A note on global identification in structural vector autoregressions
Bacchiocchi, Emanuele, (2021)
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