Structure-Based SVAR Identification
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References listed on IDEAS
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More about this item
KeywordsSVAR; Identification; Rado Condition;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- 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
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