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A Generalized Method of Moments Estimator for Structural Vector Autoregressions Based on Higher Moments

A Generalized Method of Moments Estimator for Structural Vector Autoregressions Based on Higher Moments

Keweloh, Sascha Alexander
  • 期刊名称Journal of Business & Economic Statistics
  • 作者Keweloh, Sascha Alexander
  • 印刷ISSN0735-0015
  • 电子ISSN1537-2707
  • 文件大小838.01KB
  • 发表时间2020-02-19
  • DOI10.1080/07350015.2020.1730858
  • 页码1-29
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