Linear Time Series Models

ESEM
Presenter(s) Type Length Chair
Gabriele Fiorentini Luca Fanelli Lukas Boer Carlos Velasco Yiru Wang Contributed 25/08 13:30 UTC
120
mins
Mikkel Plagborg-Moller

Papers

(Listed in order of presenters above)

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

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AN IDENTIFICATION STRATEGY FOR PROXY-SVARs WITH WEAK PROXIES

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Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis

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Specification testing of linear time series models

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Local Projections in Unstable Environments

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