Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

GMM Estimation of Non-Gaussian Structural Vector Autoregression
Markku Lanne, Jani Luoto
Journal of Business and Economic Statistics (2019) Vol. 39, Iss. 1, pp. 69-81
Open Access | Times Cited: 54

Showing 26-50 of 54 citing articles:

Identification by Non-Gaussianity in Structural Threshold and Smooth Transition Vector Autoregressive Models
Savi Virolainen
(2024)
Open Access | Times Cited: 1
Statistical identification of independent shocks with kernel-based maximum likelihood estimation and an application to the global crude oil market
Christian Hafner, Helmut Herwartz, Shu Wang
Journal of Business and Economic Statistics (2024), pp. 1-16
Closed Access | Times Cited: 1
Diagnostic analystics in the Bayesian vector autoregressive model
Yonghui Liu, Yao Zhao, Qingrui Wang, et al.
Journal of Statistical Computation and Simulation (2024), pp. 1-17
Open Access | Times Cited: 1
Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study
Alessio Moneta, Gianluca Pallante
Journal of Economic Dynamics and Control (2022) Vol. 144, pp. 104530-104530
Open Access | Times Cited: 7
Moment tests of independent components
Dante Amengual, Gabriele Fiorentini, Enrique Sentana
SERIEs (2021) Vol. 13, Iss. 1-2, pp. 429-474
Open Access | Times Cited: 9
Monetary policy and information shocks in a block-recursive SVAR
Sascha Alexander Keweloh, Stephan Hetzenecker, Andre Seepe
Journal of International Money and Finance (2023) Vol. 137, pp. 102892-102892
Closed Access | Times Cited: 3
Identifying Structural Vector Autoregressions Via Non-Gaussianity of Potentially Dependent Structural Shocks
Markku Lanne, Keyan Liu, Jani Luoto
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Generalized Covariance Estimator
Christian Gouriéroux, Joann Jasiak
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 4, pp. 1315-1327
Open Access | Times Cited: 5
Locally- But Not Globally-Identified SVARs
Emanuele Bacchiocchi, Toru Kitagawa
SSRN Electronic Journal (2022)
Open Access | Times Cited: 5
Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics
Carlos Velasco
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 3, pp. 819-832
Open Access | Times Cited: 4
Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations
Madina Karamysheva, Anton Skrobotov
Journal of Economic Dynamics and Control (2022) Vol. 138, pp. 104358-104358
Closed Access | Times Cited: 4
Identification of Singular and Noisy Structural VAR Models: The Collapsing-Ica Approach
Francesco Cordoni, Fulvio Corsi
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
Simultaneous identification of fiscal and monetary policy shocks
Alfan Mansur
Empirical Economics (2022) Vol. 65, Iss. 2, pp. 697-728
Open Access | Times Cited: 3
European Carbon Pricing in Boom and Bust Times
Simone Maxand
(2024)
Closed Access
Identification based on higher moments
Daniel Lewis
(2024)
Open Access
Identification of vector autoregressive models with nonlinear contemporaneous structure
Francesco Cordoni, Nicolas Dorémus, Alessio Moneta
Journal of Economic Dynamics and Control (2024) Vol. 162, pp. 104852-104852
Open Access
Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference
Helmut Lütkepohl, Fei Shang, Luis Uzeda, et al.
SSRN Electronic Journal (2024)
Open Access
Generalized covariance‐based inference for models set‐identified from independence restrictions
Christian Gouriéroux, Joann Jasiak
Journal of Time Series Analysis (2024)
Open Access
SVAR Identification with Nowcasted Macroeconomic Data
Fulvio Corsi, Luigi Longo, Francesco Cordoni
(2024)
Closed Access
Nonndependent components analysis
Geert Mesters, Piotr Zwiernik
The Annals of Statistics (2024) Vol. 52, Iss. 6
Closed Access
Consistent Statistical Identification of SVARs Under (Co-)heteroskedasticity of Unknown Form
Helmut Herwartz, Shu Wang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Refining Set-Identification in Vars Through Independence
Thorsten Drautzburg, Jonathan H. Wright
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 3
Identification of Overdetermined and Noisy Structural VAR Models: The Collapsing-ICA Approach
Francesco Cordoni, Fulvio Corsi
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
Identification of Structural Vector Autoregressions by Stochastic Volatility
Dominik Bertsche, Robin Braun
SSRN Electronic Journal (2020)
Open Access | Times Cited: 1
Macropartisanship in Multiparty Systems: A Comparative Study of Five Democracies
Hanako Ohmura
Political Behavior (2021) Vol. 45, Iss. 1, pp. 285-304
Closed Access | Times Cited: 1

Scroll to top