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
Journal metrics at Scopus
Article at Scopus
WOS
Journal metrics at WOS
Article at WOS
category (general)
Economics, econometrics and finance
en
Majandus, ökonomeetria ja rahandus
et
category (sub)
Economics, econometrics and finance. Economics and econometrics
en
Majandus, ökonomeetria ja rahandus. Majandus ja ökonomeetria
et
kvartiil
Q1
TTÜ department
majandusanalüüsi ja rahanduse instituut
language
inglise