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Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/277297
Description: We consider the local identification of parameters in structural VAR models with ARCH type errors. By establishing a mapping between the structural and reduced-form models, we provide a set of suffici ... More
Reviewed: Reviewed
Date: 2008
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/287155
Description: Researchers have little to guide them when choosing an optimal model for use in auto regressive conditional heteroscedasticity modelling applications. Although the standard class of asymptotic model s ... More
Reviewed: Reviewed
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