INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs

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https://www.sciencedirect.com/journal/journal-of-econometrics/vol/225/issue/1

Editorial for Special Issue: Vector Autoregressions
—Sophocles Mavroeidis [Google Scholar]

Detecting groups in large vector autoregressions
—Guðmundur Stefán Guðmundsson, Christian Brownlees [Google Scholar]

Identification of structural vector autoregressions through higher unconditional moments
—Alain Guay [Google Scholar]

Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty
—Andrea Carriero, Todd E. Clark, Massimiliano Marcellino [Google Scholar]

Inference in Structural Vector Autoregressions identified with an external instrument
—José L. Montiel Olea, James H. Stock, Mark W. Watson [Google Scholar]

Inference in Bayesian Proxy-SVARs
—Jonas E. Arias, Juan F. Rubio-Ramírez, Daniel F. Waggoner [Google Scholar]

Impulse response analysis for structural dynamic models with nonlinear regressors
—Sílvia Gonçalves, Ana María Herrera, Lutz Kilian, Elena Pesavento [Google Scholar]