Generalized impulse response analysis in a fractionally integrated vector autoregressive model
Year of publication: |
2013
|
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Authors: | Do, Hung Xuan ; Brooks, Robert Darren ; Sirimon Treepongkaruna |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 118.2013, 3, p. 462-465
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Subject: | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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