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

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Lütkepohl, Helmut, Shang, Fei, Uzeda, Luis, Woźniak, Tomasz
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Econometrics Applications
Accesso online:	Acceder al recurso
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