ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS

This is a publication. If there is no link to the publication on this page, you can try the pre-formated search via the search engines listed on this page.

Authors: Guillaume Chevillon, Sophocles Mavroeidis, Zhaoguo Zhan

Journal title: Econometric Theory

Journal number: 36/1

Journal publisher: Cambridge University Press

Published year: 2020

Published pages: 86-121

DOI identifier: 10.1017/s0266466619000045

ISSN: 0266-4666