Identification Of Covariance Structures
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- Riccardo LUCCHETTI, 2004. "Identification of Covariance Structures," Working Papers 214, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
References listed on IDEAS
- Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
- Johansen, Soren, 1995. "Identifying restrictions of linear equations with applications to simultaneous equations and cointegration," Journal of Econometrics, Elsevier, vol. 69(1), pages 111-132, September.
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Cited by:
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- Emanuele BACCHIOCCHI & Luca FANELLI, 2012. "Identification in structural vector autoregressive models with structural changes," Departmental Working Papers 2012-16, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Hassan B. Ghassan & Hassan R. Alhajhoj & Faruk Balli, 2022.
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- Ghassan, Hassan B. & Alhajhoj, Hassan R. & Balli, Faruk, 2020. "Bi-Demographic and Current Account Dynamics using SVAR Model: Evidence from Saudi Arabia," MPRA Paper 109772, University Library of Munich, Germany, revised Jun 2021.
- Gustafsson, Peter & Stockhammar, Pär & Österholm, Pär, 2016.
"Macroeconomic effects of a decline in housing prices in Sweden,"
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- Gustafsson, Peter & Stockhammar, Pär & Österholm, Pär, 2015. "Macroeconomic Effects of a Decline in Housing Prices in Sweden," Working Papers 138, National Institute of Economic Research.
- Caporin Massimiliano & Paruolo Paolo, 2005. "Spatial effects in multivariate ARCH," Economics and Quantitative Methods qf0501, Department of Economics, University of Insubria.
- Stefania BUSSOLETTI & Roberto ESPOSTI, 2004. "Regional Convergence, Structural Funds and the Role of Agricolture in the EU. A Panel-Data Approach," Working Papers 220, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Lisandro Abrego & Pär Österholm, 2010.
"External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model,"
The World Economy, Wiley Blackwell, vol. 33(12), pages 1788-1810, December.
- Pär Österholm & Mr. Lisandro Abrego, 2008. "External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model," IMF Working Papers 2008/046, International Monetary Fund.
- Roberto ESPOSTI & Pierpaolo PIERANI, 2005. "Price, Private Demand and Optimal Provision of Public R&D in Italian Agriculture," Working Papers 238, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Ghassan, Hassan & Alhajhoj, Hassan R. & Balli, Faruk, 2018. "Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Arabia," MPRA Paper 93013, University Library of Munich, Germany, revised 01 Feb 2019.
- Renato BALDUCCI, 2005. "Public Expenditure and Economic Growth. A critical extension of Barro's (1990) model," Working Papers 240, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Hassan Belkacem Ghassan & Hassan Rafdan Al-Hajhoj & Faruk Balli, 2019. "Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Economy," Working Papers hal-01742574, HAL.
- Emanuele Bacchiocchi & Toru Kitagawa, 2020.
"Locally- but not globally-identified SVARs,"
CeMMAP working papers
CWP40/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Emanuele Bacchiocchi & Toru Kitagawa, 2022. "Locally- but not Globally-identified SVARs," Working Papers wp1171, Dipartimento Scienze Economiche, Universita' di Bologna.
- Roberto ESPOSTI, 2007. "On the Decline of Agriculture. Evidence from Italian Regions in the Post-WWII Period," Working Papers 300, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Par Osterholm, 2008. "A structural Bayesian VAR for model-based fan charts," Applied Economics, Taylor & Francis Journals, vol. 40(12), pages 1557-1569.
- Hassan B. Ghassan & Hassan R. Al-Hajhoj & Faruk Balli, 2018. "Bi-Demographic Changes and Current Account using SVAR Modeling," Papers 1803.11161, arXiv.org, revised Mar 2019.
- Esposti, Roberto, 2014. "On why and how agriculture declines," Structural Change and Economic Dynamics, Elsevier, vol. 31(C), pages 73-88.
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More about this item
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
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