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~isPartOf:"AStA Advances in Statistical Analysis"
~person:"Koopman, Siem Jan"
~person:"Lütkepohl, Helmut"
~subject:"Cointegration"
~subject:"EU-Staaten"
~subject:"Heteroscedasticity"
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vector autoregressive process
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Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
- In:
AStA Advances in Statistical Analysis
90
(
2006
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10005598056
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