ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS
Chevillon, Guillaume, Mavroeidis, Sophocles, Zhan, ZhaoguoLanguage:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466619000045
Date:
March, 2019
File:
PDF, 1.12 MB
english, 2019