Model Selection and Estimation in Structural VARs with External Instruments
Project: Research
Research Output
- 2022
- 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. 845-874Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1