Estimating orthogonal impulse responses via vector autoregressive models
Year of publication: |
1991
|
---|---|
Authors: | Lütkepohl, Helmut |
Other Persons: | Poskitt, Donald Stephen (contributor) |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 7.1991, 4, p. 487-496
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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