A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification
Author(s) -
Mark Bognanni
Publication year - 2018
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3249583
Subject(s) - identification (biology) , class (philosophy) , inference , set (abstract data type) , mathematics , computer science , econometrics , artificial intelligence , biology , botany , programming language
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom