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20192022
most citedIdentifiability of Structural Singular Vector Autoregressive Models

3 citations · 6 across the 7 of their papers we have counts for

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econ.EM2019

Identification and Estimation of SVARMA models with Independent and Non-Gaussian Inputs

Bernd Funovits

This paper analyzes identifiability properties of structural vector autoregressive moving average (SVARMA) models driven by independent and non-Gaussian shocks. It is well known, t…

econ.EM2019★ 3 cited

Identifiability of Structural Singular Vector Autoregressive Models

Bernd Funovits, Alexander Braumann

We generalize well-known results on structural identifiability of vector autoregressive models (VAR) to the case where the innovation covariance matrix has reduced rank. Structural…