Identification of possibly nonfundamental Structural VARMA models using higher order moments Conference Contributions uri icon

event

  • 30th (EC)^2 Conference on Identification in Macroeconomics

event place

  • Oxford

country

  • REINO UNIDO

participation category

  • COMUNICACIÓN

publication date

  • 2019

start page

  • 1

end page

  • 58

keywords

  • global identifcation; local identifcation; rank condition; cumulants; higher-order spectra