Testing identification via heteroskedasticity in structural vector autoregressive models
Year of publication: |
2018
|
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Authors: | Lütkepohl, Helmut ; Meitz, Mika ; Nets̆unajev, Aleksei ; Saikkonen, Pentti |
Publisher: |
Berlin : DIW Berlin, German Institute for Economic Research |
Subject: | Heteroskedasticity | structural identification | vector autoregressive process | VAR-Modell | VAR model | Heteroskedastizität | Heteroscedasticity | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (circa 28 Seiten) |
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Series: | Discussion papers / Deutsches Institut für Wirtschaftsforschung. - Berlin : [Verlag nicht ermittelbar], ISSN 1619-4535, ZDB-ID 2125067-4. - Vol. 1764 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/183597 [Handle] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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