Structural vector autoregressions : Checking identifying long-run restrictions via heteroskedasticity
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
-
Englisch
- Bibliographic citation
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DIW Discussion Papers ; 1356
- Classification
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Wirtschaft
- Event
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Veröffentlichung
- (where)
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Berlin
- (who)
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Deutsches Institut für Wirtschaftsforschung (DIW)
- (when)
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2014
- Creator
- Handle
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10419/90902
- URN
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urn:nbn:de:101:1-201802214152
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 11:01 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Lütkepohl, Helmut
- Velinov, Anton
- Deutsches Institut für Wirtschaftsforschung (DIW)
Time of origin
- 2014
Other Objects (12)
Structural Vector Autoregressions : Checking Identifying Long-Run Restrictions via Heteroskedasticity
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Structural vector autoregressions with heteroskedasticity : A comparison of different volatility models
Vector Autoregressions
Heteroskedastic structural vector autoregressions identified via long-run restrictions
Identifying structural vector autoregressions via changes in volatility
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Structural Vector Autoregressions
Heteroskedastic proxy vector autoregressions
An Alternative Bootstrap for Proxy Vector Autoregressions
An alternative bootstrap for proxy vector autoregressions
Comparing external and internal instruments for vector autoregressions
Structural Vector Autoregressions : Checking Identifying Long-Run Restrictions via Heteroskedasticity
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Structural vector autoregressions with heteroskedasticity : A comparison of different volatility models
Vector Autoregressions
Heteroskedastic structural vector autoregressions identified via long-run restrictions
Identifying structural vector autoregressions via changes in volatility
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Structural Vector Autoregressions
Heteroskedastic proxy vector autoregressions
An Alternative Bootstrap for Proxy Vector Autoregressions
An alternative bootstrap for proxy vector autoregressions
Comparing external and internal instruments for vector autoregressions
Structural Vector Autoregressions : Checking Identifying Long-Run Restrictions via Heteroskedasticity
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Structural vector autoregressions with heteroskedasticity : A comparison of different volatility models
Vector Autoregressions
Heteroskedastic structural vector autoregressions identified via long-run restrictions
Identifying structural vector autoregressions via changes in volatility
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Structural Vector Autoregressions
Heteroskedastic proxy vector autoregressions
An Alternative Bootstrap for Proxy Vector Autoregressions
An alternative bootstrap for proxy vector autoregressions