Vortrag
Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies

Martin Bruns, Helmut Lütkepohl


Conference on Heavy Tails and Robust Estimation : Nova School of Business and Economics
Carcavelos, Portugal, 24.05.2022



Martin Johannes Bruns

Wissenschaftlicher Mitarbeiter in der Provisorischer Bereich Prognose und Konjunkturpolitik

Helmut Lütkepohl

Professor im Graduate Center

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