Structural vector autoregressions with nonnormal residuals
Year of publication: |
2010
|
---|---|
Authors: | Lanne, Markku ; Lütkepohl, Helmut |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 28.2010, 1, p. 159-168
|
Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Theorie | Theory |
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