Linear Time Series Models

ESEM
Presenter(s) Type Archive date Archive time Length
Gabriele Fiorentini
Luca Fanelli
Lukas Boer
Carlos Velasco
Yiru Wang
Contributed
25/08/21
15:30 CEST
120 mins
Presenter(s)
Type
Archive date
25/08/21
Archive time
15:30 CEST
Length
120 mins

Papers

(Listed in order of presenters above)

Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions

AN IDENTIFICATION STRATEGY FOR PROXY-SVARs WITH WEAK PROXIES

Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis

Specification testing of linear time series models

Local Projections in Unstable Environments