STRUCTURAL VECTOR AUTOREGRESSIONS: CHECKING IDENTIFYING LONG-RUN RESTRICTIONS VIA HETEROSKEDASTICITY

Helmut Lütkepohl and Anton Velinov

Journal of Economic Surveys, 2016, vol. 30, issue 2, 377-392

Date: 2016
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Related works:
Journal Article: Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity (2016)
Working Paper: Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity (2014)
Working Paper: Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity (2014)
Working Paper: Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticity (2014)
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