ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH...

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ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS

Chevillon, Guillaume, Mavroeidis, Sophocles, Zhan, Zhaoguo
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Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466619000045
Date:
March, 2019
File:
PDF, 1.12 MB
english, 2019
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