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)
Martin Weidner (University College London)
Gurdip Bakshi (Temple University, United States)
Thorston Hothorn (University of Zurich)
Tom Boot (University of Groningen)
Alex Horenstein (University of Miami, United States)
Robin Lumsdaine (Erasmus University Rotterdam)
Philipp Ketz (Paris School of Economics)
Paul Embrechts (ETH Zürich, Switzerland)
Ivan Fernandez-Val (Boston University, United States)
Geert Mesters (Universitat Pompeu Fabra, Spain)
Iwan Bos (Maastricht University), Giulio Federico (European Commission, Belgium), Yassine Lefouili (Toulouse 1 University Capitole, France), Evgenia Motchenkova (VU Amsterdam), Maarten Pieter Schinkel (University of Amsterdam), Giancarlo Spagnolo (University of Rome ‘Tor Vergata’, Italy), and Jan Tichem (Autoriteit Consument & Markt)
Ostap Okhrin (TU Dresden, Germany)
Andreas Tryphonides (Humboldt University of Berlin, Germany)
Štepana Lazarova (Queen Mary University of London, United Kingdom)
Joachim Freyberger (University of Wisconsin-Madison, United States)
Joachim Freyberger (University of Wisconsin-Madison, United States)
Federico Martellosio (University of Surrey, United Kingdom)
Melanie Schienle (Karlsruhe Institute of Technology, Germany)