Inference for Impulse Response Coefficients from Multivariate Fractionally Integrated Processes
Year of publication: |
2014
|
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Authors: | Baillie, Richard |
Other Persons: | Kapetanios, George (contributor) ; Papailias, Fotis (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (41 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2444419 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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