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person:"Gonçalves, Sílvia"
~person:"Fanelli, Luca"
~person:"Rombouts, Jeroen V. K."
~person:"Saikkonen, Pentti"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
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Search: subject_exact:"Heteroscedasticity"
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Gonçalves, Sílvia
Fanelli, Luca
Rombouts, Jeroen V. K.
Saikkonen, Pentti
Lütkepohl, Helmut
11
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3
De Angelis, Luca
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Oxford bulletin of economics and statistics
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Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
2
Identification in structural vector autoregressive models with structural changes, with an application to us monetary policy
Bacchiocchi, Emanuele
;
Fanelli, Luca
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
6
,
pp. 761-779
Persistent link: https://www.econbiz.de/10011396514
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