Revisiting Identification and estimation in Structural VARMA Models

Christian Gourieroux and Alain Monfort

No 2014-30, Working Papers from Center for Research in Economics and Statistics

Abstract: participants with high observed strength levels have smaller expected strength-shocks than

Keywords: Structural VAR; Fundamental Representation; Noncausal Process; Shock; Impulse Response Function; Incomplete Maximum Likelihood; Pseudo-Maximum Likelihood. (search for similar items in EconPapers)
Pages: 51
Date: 2014-10
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Citations: View citations in EconPapers (5)

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