1. Testing identification via heteroskedasticity in structural vector autoregressive models. Issue 1 (15th April 2020) Authors: Lütkepohl, Helmut; Meitz, Mika; Netšunajev, Aleksei; Saikkonen, Pentti Journal: Econometrics journal Issue: Volume 24:Issue 1(2021) Page Start: 1 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗