Testing identification via heteroskedasticity in structural vector autoregressive models
Year of publication
2021
Authors
Lütkepohl, Helmut; Meitz, Mika; Netsunajev, Aleksei; Saikkonen, Pentti
Organizations and authors
Publication type
Publication format
Article
Parent publication type
Journal
Article type
Original article
Audience
ScientificPeer-reviewed
Peer-ReviewedMINEDU's publication type classification code
A1 Journal article (refereed), original researchPublication channel information
Journal
Parent publication name
Volume
24
Issue
1
Pages
1-22
ISSN
Publication forum
Publication forum level
2
Open access
Open access in the publisher’s service
Yes
Open access of publication channel
Partially open publication channel
License of the publisher’s version
CC BY
Self-archived
Yes
License of the self-archived publication
CC BY
Other information
Fields of science
Mathematics; Economics
Publication country
United Kingdom
Internationality of the publisher
International
Language
English
International co-publication
Yes
Co-publication with a company
No
DOI
10.1093/ectj/utaa008
The publication is included in the Ministry of Education and Culture’s Publication data collection
Yes