Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds
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下载链接：
https://www.nber.org/papers/w7493
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资源简介：
In this paper, I develop a new identification method to solve the problem of simultaneous equations, based on heteroskedasticity of the structural shocks. I show that if the heteroskedasticity can be described as a two-regime process, then the system is just identified under relatively weak
提供机构：
美国国家经济研究局
创建时间：
2000-01-01
