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Heterogeneity and Heteroskedasticity in Endogenous Switching Models: Estimati...
This replication packet contains all the data and Stata do-files to reproduce all tables and figures in "Heterogeneity and Heteroskedasticity in Endogenous Switching Models:... -
DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK ...
Sign restrictions have become increasingly popular for identifying shocks in structural vector autoregressive (SVAR) models. So far there are no techniques for validating the...
