Testing identification via heteroskedasticity in structural vector autoregressive models
author
Lütkepohl, Helmut
Meitz, Mika
Netšunajev, Aleksei
Saikkonen, Pentti
statement of authorship
Helmut Lütkepohl, Mika Meitz, Aleksei Netšunajev, Pentti Saikkonen
source
The econometrics journal
publisher
Oxford University Press
journal volume number month
vol. 24, 1
year of publication
2021
pages
22 p
url
https://doi.org/10.1093/ectj/utaa008
subject term
majandusmudelid
autoregressioonimudelid
keyword
heteroskedasticity
structural identification
vector autoregressive process
ISSN
1368-4221
notes
Bibliogr.: 30 ref
Open Access
Open Access
scientific publication
teaduspublikatsioon
classifier
1.1
Scopus
https://www.scopus.com/sourceid/4700152266
https://www.scopus.com/record/display.uri?eid=2-s2.0-85118784453&origin=inward&txGid=f926c089d16e4a420b598fd806ce8bf4
WOS
https://jcr.clarivate.com/jcr-jp/journal-profile?journal=ECONOMET%20J&year=2022
https://www.webofscience.com/wos/woscc/full-record/WOS:000638135000003
category (general)
Economics, econometrics and finance
Majandus, ökonomeetria ja rahandus
category (sub)
Economics, econometrics and finance. Economics and econometrics
Majandus, ökonomeetria ja rahandus. Majandus ja ökonomeetria
quartile
Q1
TalTech department
majandusanalüüsi ja rahanduse instituut
language
inglise