Testing identification via heteroskedasticity in structural vector autoregressive models

Year of publication

2018

Authors

Lütkepohl, Helmut; Meitz, Mika Harri; Netšunajev, Aleksei ; Saikkonen, Pentti Juhani

Organizations and authors

University of Helsinki

Meitz Mika Harri

Saikkonen Pentti Juhani

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Audience

Scientific

Peer-reviewed

Non Peer-Reviewed

MINEDU's publication type classification code

B1 Non-refereed journal articles

Publication channel information

Journal/Series

DIW Discussion Papers

Parent publication name

DIW Discussion Papers

Volume

2018

Issue

1764

ISSN

1433-0210

Publication forum

89517

Open access

Open access in the publisher’s service

Yes

Open access of publication channel

Partially open publication channel

Self-archived

Other information

Fields of science

Economics

Publication country

Germany

Internationality of the publisher

International

Language

English

International co-publication

Yes

Co-publication with a company

The publication is included in the Ministry of Education and Culture’s Publication data collection

Yes