Supplement to “robust inference for non-gaussian linear simultaneous equations models”

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Locally robust inference for non‐Gaussian SVAR models

L Hoesch, A Lee, G Mesters - Quantitative Economics, 2024 - Wiley Online Library
All parameters in structural vector autoregressive (SVAR) models are locally identified when
the structural shocks are independent and follow non‐Gaussian distributions. Unfortunately …
被引用次数：7 相关文章 所有 8 个版本
[PDF] econstor.eu

Robust inference for non-Gaussian SVAR models

L Hoesch, A Lee, G Mesters - 2022 - econstor.eu
All parameters in structural vector autoregressive (SVAR) models are locally identified when
the structural shocks are independent and follow non-Gaussian distributions. Unfortunately …
被引用次数：3 相关文章 所有 8 个版本