https://www.bankofengland.co.uk/working-paper/2025/local-projections-vs-vars-for-structural-parameter-estimation
Local Projections vs. VARs for structural parameter estimation | Bank of England
This paper conducts a Monte Carlo study to examine the small sample performance of impulse response (IRF) matching and Indirect Inference estimators that...
structural parameterlocalprojectionsvsvars
https://arxiv.org/abs/2603.11387
[2603.11387] Framing local structural identifiability and observability in terms of parameter-state...
Abstract page for arXiv paper 2603.11387: Framing local structural identifiability and observability in terms of parameter-state symmetries
https://arxiv.org/abs/1206.5289
[1206.5289] A Criterion for Parameter Identification in Structural Equation Models
Abstract page for arXiv paper 1206.5289: A Criterion for Parameter Identification in Structural Equation Models
structural equation12065289criterion
https://www.bankofengland.co.uk/working-paper/2017/a-time-varying-parameter-structural-model-of-the-uk-economy
A time varying parameter structural model of the uk economy | Bank of England
We estimate a time varying parameter structural macroeconomic model of the UK economy, using a Bayesian local likelihood methodology.
a timestructural model