Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models
| Year of publication: |
2005
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|---|---|
| Authors: | Coenen, Günter |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 5193941. - Vol. 30.2005, 1, p. 65-76
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