Refining Set-Identification in VARs through Independence

Identification in VARs has traditionally mainly relied on second moments. Some researchers have considered using higher moments as well, but there are concerns about the strength of the identification obtained in this way. In this paper, we propose refining existing identification schemes by

向量自回归模型（VARs）中的识别传统上主要依赖二阶矩。部分研究者也考虑过使用高阶矩，但对于这种方式下获得的识别强度存在担忧。本文提出通过...改进现有识别方案。