Assessing Identifying Restrictions in SVAR Models
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References listed on IDEAS
- Uhlig, Harald, 2005.
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More about this item
KeywordsIdentification; Bayesian econometrics; sign restrictions;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-04-09 (All new papers)
- NEP-ALL-2016-04-16 (All new papers)
- NEP-ECM-2016-04-09 (Econometrics)
- NEP-ETS-2016-04-16 (Econometric Time Series)
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