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Robust Inference in Structural VAR models Identified by non-Gaussianity
All parameters in structural vector autoregressive (SVAR) models are locally identified when the structural shocks are independent and …
Lukas Hoesch, Adam Lee, Geert Mesters
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Robust Inference for Non-Gaussian Linear Simultaneous Equations Models
All parameters in linear simultaneous equations models can be identified (up to permutation and scale) if the underlying structural …
Adam Lee, Geert Mesters
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Robust and Efficient Inference for Non-Regular Semiparametric Models
This paper considers hypothesis testing problems in semiparametric models which may be non-regular for certain values of a potentially …
Adam Lee
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