Testing for the Validity of W in GVAR models

Bertrand Candelon and Angelo Luisi

No 2020009, LIDAM Discussion Papers LFIN from Université catholique de Louvain, Louvain Finance (LFIN)

Keywords: Global VAR; Structural VAR; Likelihood Ratio Test; Interdependence (search for similar items in EconPapers)
JEL-codes: C12 C32 C52 E44 H63 (search for similar items in EconPapers)
Date: 2020-01-01
New Economics Papers: this item is included in nep-ecm and nep-mac
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Citations: View citations in EconPapers (4)

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