Model Selection and Estimation in Structural VARs with External Instruments

Project: Research

Research Output

  1. 2022
  2. Published

    Instrumental Variable Estimation of Structural Var Models Robust to Possible Nonstationarity

    CHENG, X., HAN, X. & INOUE, A., Oct 2022, In: Econometric Theory. 38, 5, p. 845-874

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 1
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