Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models
Helmut Lütkepohl (Deutsches Institut für Wirtschaftsforschung)
- Seminars Econometric Institute
Helmut Lütkepohl (Deutsches Institut für Wirtschaftsforschung)
Gregor Kastner (Vienna University of Economics and Business, Austria)
Gurdip Bakshi (Temple University, United States)
Thorston Hothorn (University of Zurich)
Alex Horenstein (University of Miami, United States)
Robin Lumsdaine (Erasmus University Rotterdam)
Paul Embrechts (ETH Zürich, Switzerland)
Ivan Fernandez-Val (Boston University, United States)