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
https://www.scopus.com/sourceid/4700152266
https://www.scopus.com/record/display.uri?eid=2-s2.0-85118784453&origin=inward&txGid=f926c089d16e4a420b598fd806ce8bf4
https://jcr.clarivate.com/jcr-jp/journal-profile?journal=ECONOMET%20J&year=2022
https://www.webofscience.com/wos/woscc/full-record/WOS:000638135000003