Identification and Estimation of Non-Gaussian Structural Vector Autoregressions

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@article{4faae9531b0645b7b061813400c3734c,

title = "Identification and Estimation of Non-Gaussian Structural Vector Autoregressions",

keywords = "112 Statistics and probability, 511 Economics",

author = "Markku Lanne and Mika Meitz and Pentti Saikkonen",

year = "2015",

month = apr,

language = "English",

volume = "2015-16",

pages = "1--22",

journal = "CREATES Research Papers",

publisher = "School of Economics and Management, University of Aarhus",

}