SVAR identification from higher moments : has the simultaneous causality problem been solved?
Year of publication: |
2022
|
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Authors: | Olea, José Luis Montiel ; Plagborg-Møller, Mikkel ; Qian, Eric |
Published in: |
AEA papers and proceedings. - Nashville, TN : American Economic Association, ISSN 2574-0776, ZDB-ID 2932594-8. - Vol. 112.2022, p. 481-485
|
Subject: | VAR-Modell | VAR model | Momentenmethode | Method of moments | Kausalanalyse | Causality analysis | Heteroskedastizität | Heteroscedasticity | Kritik | Criticism |
Description of contents: | Description [aeaweb.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Übersichtsarbeit ; Systematic review |
Language: | English |
Research data: | |
Other identifiers: | 10.1257/pandp.20221047 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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