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person:"Jenkins, Stephen P."
subject:"Schätzung"
~isPartOf:"Nonparametric dynamic modelling"
~person:"Diebold, Francis X."
~person:"Lechner, Michael"
~person:"Lütkepohl, Helmut"
~person:"Marcellino, Massimiliano"
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Jenkins, Stephen P.
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Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
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