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Title:Estimation Methods Comparison of SVAR Model with the Mixture of Two Normal Distributions – Monte Carlo Analysis Author(s):MACIEJOWSKA, KatarzynaDate:2010Type:Working PaperSeries/Number:EUI ECO; 2010/27Abstract:This paper addresses the issue of obtaining maximum likelihood estimates of parameters for structural VAR models with a mixture of distributions. Hence the problem does not have a closed form solution, numerical optimization ...