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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technological forecasting & social change : an international journal"
~person:"Abbasi, Kashif Raza"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Naqvi, Bushra"
~person:"Pelger, Markus"
~person:"Razzaq, Asif"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"Börsenkurs"
~subject:"EU-Staaten"
~subject:"Environmental technology"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Markov chain"
~subject:"Schätzung"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
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