Locally robust inference for non‐Gaussian SVAR models.

Autor: Hoesch, Lukas1,2 (AUTHOR) l.hoesch@vu.nl, Lee, Adam3 (AUTHOR) adam.lee@bi.no, Mesters, Geert4,5,6 (AUTHOR) geert.mesters@upf.edu
Zdroj: Quantitative Economics. May2024, Vol. 15 Issue 2, p523-570. 48p.
Databáze: Business Source Ultimate