Partial Identification of Structural Vector Autoregressions with Non-Centred Stochastic Volatility

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lütkepohl, Helmut, Shang, Fei, Uzeda, Luis, Woźniak, Tomasz
Format:	Preprint
Published:	2024
Subjects:	Econometrics Applications
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2404.11057