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TRR 391
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Research
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Projects
C01
D., Jentsch, C. (2025). Structural Periodic Vector Autoregressions. Journal of Econometrics, 252, Part A, 106099 . DOI: 10.1016/j.jeconom.2025.106099 . Keweloh, S. A., Wang, S. (2025). Higher Moments and [...] number of parameters in order to improve estimation accuracy. Publications Keweloh, S., A., Wang, S. (2025). Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions [...] Oxford Bulletin of Economics and Statistics , 1–9. DOI: 10.1111/obes.70008 . Bruns, M., Keweloh S. A. (2025). Testing for strong exogeneity in proxy-VARs. Journal of Econometrics, 245(1-2). DOI: 10.1016/j.jeconom …