Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models
Helmut Lütkepohl (Deutsches Institut für Wirtschaftsforschung)
- Seminars Econometric Institute
Helmut Lütkepohl (Deutsches Institut für Wirtschaftsforschung)
Dana Sisak , Dana Sisak (Erasmus University Rotterdam)
Maria Petrova (Universitat Pompeu Fabra, Spain)
Paul Bose , Paul Bose (Erasmus University Rotterdam)
Roberto Galbiati (Sciences Po, France)
Luis Candelaria (University of Warwick), Chris Muris (University of Bristol), Andreas Dzemski (University of Gothenburg), Koen Jochmans (University of Cambridge), Lorenzo Trapani (Nottingham University), Frank Windmeijer (University of Bristol) et al.
Massimo Anelli (Bocconi University, Italy)
Matthew C. Stephenson
Gregor Kastner (Vienna University of Economics and Business, Austria)
Gilbert Kollenbach (University of Hagen, Germany)
Olivier Marie , Olivier Marie (Erasmus University Rotterdam)
Roel Freriks (University of Groningen)
Jordi Blanes I Vidal (London School of Economics, United Kingdom)
Martin Weidner (University College London)
Alexander Meyer-Gohde (Goethe University Frankfurt, Germany)
Matthijs Oosterveen (Erasmus University Rotterdam)
Gurdip Bakshi (Temple University, United States)
Nick Hagerty (University of California, Berkeley, United States)
Gurdip Bakshi (Temple University, United States)
Ana Figueiredo (Erasmus University Rotterdam)