GMM Estimation of Non-Gaussian Structural Vector Autoregression
Author:
Affiliation:
1. Faculty of Social Sciences, University of Helsinki, Helsinki, Finland;
2. Faculty of Social Sciences, University of Helsinki, Helsinki, Finland
Funder
Academy of Finland
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
https://tandfonline.com/doi/pdf/10.1080/07350015.2019.1629940
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4. Inference in VARs with conditional heteroskedasticity of unknown form
5. Monetary policy shocks and Cholesky VARs: an assessment for the Euro area
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