Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models

✍ Scribed by Günter Coenen

• Publisher: Springer-Verlag
• Year: 2005
• Tongue: English
• Weight: 276 KB
• Volume: 30
• Category: Article
• ISSN: 0377-7332
• DOI: 10.1007/s00181-004-0214-8