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20152026
most citedA uniform law for convergence to the local times of linear fractional stable motions

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econ.EM2026

Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think

James A. Duffy, Sophocles Mavroeidis

We study identification in structural vector autoregressions (SVARs) in which the endogenous variables enter nonlinearly on the left-hand side of the model, a feature we term endog…