Comparison of Model Reduction Methods for VAR Processes
| Year of publication: |
2002
|
|---|---|
| Authors: | BRUEGGEMANN, Ralf ; KROLZIG, Hans-Martin ; LUETKEPOHL, Helmut |
| Institutions: | Department of Economics, European University Institute |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series European University Institute Working Papers Number ECO2002/19 |
| Source: |
Persistent link: https://www.econbiz.de/10005744348