Estimation of impulse response functions using long autoregression
Year of publication: |
2007
|
---|---|
Authors: | Chang, Pao-li ; Sakata, Shinichi |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 10.2007, 2, p. 453-469
|
Subject: | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
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