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journal article EST
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journal article ENG
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
;
Saikkonen, Pentti
The econometrics journal
2021
/
22 p
https://doi.org/10.1093/ectj/utaa008
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journal article EST
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journal article ENG
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keyword
170
1.
vector autoregressive process
2.
factor-augmented vector autoregressive models
3.
panel vector autoregressive model (VAR)
4.
structural vector autoregressive (SVAR)
5.
autoregressive distributed lag
6.
backward shifts of vector fields
7.
cointegrated vector autoregression
8.
current vector amplitude ascillation
9.
current vector amplitude oscillation
10.
decision vector
11.
Global vector autoregression, spillovers
12.
Global vector autoregressions
13.
insect vector transmission
14.
machine vector control
15.
magnetic vector potential
16.
multi-class support vector machine (m-SVM)
17.
Park’s vector
18.
Park's vector
19.
space vector modulation
20.
space vector modulation (SVM)
21.
space vector pulse width modulation
22.
space vector pulse width modulation (SVPWM)
23.
space vector pulse-width modulation
24.
structural vector autoregression
25.
structural vector autoregressions
26.
support vector machine
27.
support vector machines
28.
support vector machines (SVM)
29.
support vector regression
30.
vector control
31.
vector error correction
32.
Vector Error Correction Model
33.
vector field
34.
vector fields
35.
vector hysteresis mode
36.
vector space model
37.
acquisition process
38.
acquisitions process
39.
activated sludge process
40.
advanced oxidation process
41.
advanced oxidation process (AOP)
42.
airline turnaround process
43.
algorithm controlling the learning process
44.
Analytic Hierarchy Process
45.
analytic hierarchy process (AHP)
46.
analytical hierarchical process
47.
analytical hierarchy process
48.
analytical network process
49.
Autoclaving process
50.
Bid Process
51.
bottom-up process management
52.
BPR (business process reengineering)
53.
Budget Process
54.
business process
55.
business process analysis
56.
business process management
57.
business process mining
58.
Business Process Modeling
59.
business process modelling
60.
business process optimisation
61.
business process optimization
62.
business process reengineering
63.
business process template
64.
business-process aware
65.
certification process
66.
CMT process
67.
collaborative business process
68.
constitutionalisation process
69.
construction process
70.
continuous process modelling
71.
decision-making process
72.
design process
73.
development of the European building process
74.
discovery process
75.
DPR process
76.
dual-process theory
77.
dynamic unbalanced process
78.
entrepreneurial discovery process
79.
evolutive design process
80.
Fenton process
81.
Fenton-like process
82.
flexible business process integration
83.
fracture (process)
84.
fuzzy analytic hierarchy process (AHP)
85.
fuzzy analytical hierarchy process (fuzzy AHP)
86.
harmonization process
87.
hydrolytic process
88.
implementation process
89.
improvement of the production process
90.
industrial process
91.
industrialization of the process
92.
in-situ conversion process
93.
installation process
94.
justification process
95.
learning process
96.
life cycle process
97.
Markov chain process
98.
modelling of milling process
99.
non-linear internationalization process
100.
oxic process
101.
photo-Fenton process
102.
photovoltaic process
103.
process
104.
process adjustment
105.
process analyses
106.
process and data modelling
107.
process collaboration
108.
process comparison
109.
process control
110.
process digitalization
111.
process documentation
112.
process documentation framework
113.
process efficiency
114.
process evaluation
115.
process evolution
116.
process improvement
117.
process industries
118.
process innovation
119.
process innovations
120.
process length
121.
process management
122.
process matching
123.
process model
124.
process modeling
125.
process modeling and information systems within the extended enterprise
126.
process modeling for engineering applications
127.
process modelling
128.
process models and modelling
129.
process monitoring
130.
process of absorption
131.
process of absorptive capacity
132.
process of upwelling
133.
process optimization
134.
process orientation
135.
process parameters
136.
process performance
137.
process reliability
138.
process risk
139.
process scale-up
140.
process simulation
141.
process state classification
142.
process variation
143.
process view
144.
process visibility
145.
Process/Product Sigma Performance Level (PSPL)
146.
process-aware attacks
147.
process-dominated buildings
148.
production process
149.
quality award process
150.
quality of a multilayered education process
151.
real time monitoring process
152.
recirculating process water
153.
reverse shear process
154.
robotic process automation
155.
Sales process
156.
service-oriented business process management
157.
SHS process
158.
sol-gel process
159.
synchronic design process
160.
systems-theoretic process analysis (STPA)
161.
technological process
162.
the extraction process
163.
the Fenton process
164.
transition process
165.
troubleshooting process
166.
university selection process
167.
vacuum infusion process
168.
vacuum‐free process
169.
winding process control
170.
VRH process
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