Supplementary appendix to "noncausal vector autoregression"
Year of publication: |
2012
|
---|---|
Authors: | Lanne, Markku ; Saikkonen, Pentti |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Vector autoregression | Noncausal time series | Non-Gaussian time series |
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