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Locally robust inference for non‐Gaussian SVAR models.

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Title: Locally robust inference for non‐Gaussian SVAR models.
Authors: Hoesch, Lukas1,2 (AUTHOR) l.hoesch@vu.nl, Lee, Adam3 (AUTHOR) adam.lee@bi.no, Mesters, Geert4,5,6 (AUTHOR) geert.mesters@upf.edu
Source: Quantitative Economics. May2024, Vol. 15 Issue 2, p523-570. 48p.
Database: Mathematics Source
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PubType: Academic Journal
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  Data: Locally robust inference for non‐Gaussian SVAR models.
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  Data: <searchLink fieldCode="AR" term="%22Hoesch%2C+Lukas%22">Hoesch, Lukas</searchLink><relatesTo>1,2</relatesTo> (AUTHOR)<i> l.hoesch@vu.nl</i><br /><searchLink fieldCode="AR" term="%22Lee%2C+Adam%22">Lee, Adam</searchLink><relatesTo>3</relatesTo> (AUTHOR)<i> adam.lee@bi.no</i><br /><searchLink fieldCode="AR" term="%22Mesters%2C+Geert%22">Mesters, Geert</searchLink><relatesTo>4,5,6</relatesTo> (AUTHOR)<i> geert.mesters@upf.edu</i>
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  Data: <searchLink fieldCode="JN" term="%22Quantitative+Economics%22">Quantitative Economics</searchLink>. May2024, Vol. 15 Issue 2, p523-570. 48p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=177377870
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      – Type: doi
        Value: 10.3982/QE2274
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      – Code: eng
        Text: English
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        PageCount: 48
        StartPage: 523
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      – TitleFull: Locally robust inference for non‐Gaussian SVAR models.
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            NameFull: Hoesch, Lukas
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            NameFull: Lee, Adam
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            NameFull: Mesters, Geert
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            – D: 01
              M: 05
              Text: May2024
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              Y: 2024
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            – TitleFull: Quantitative Economics
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