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A Method for Working with Sign Restrictions in Structural Equation Modelling

The paper sets out a method for handling sign restrictions in systems of simultaneous equations which are only partially identified. These sign restrictions might apply to either structural equation parameters or functions of them such as impulse responses. Initially a range of values for the... Full description

1st Person: Ouliaris, Sam
Additional Persons: Pagan, Adrian
Source: in Oxford bulletin of economics and statistics Vol. 78, No. 5 (2016), p. 605-622
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Type of Publication: Article
Language: English
Published: 2016
Online: Volltext
http://onlinelibrary.wiley.com/doi/10.1111/obes.12137/abstract
http://search.proquest.com/docview/1824514456
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