Impulse response analysis in vector autoregressions with unknown lag order

✍ Scribed by Lutz Kilian

• Publisher: John Wiley and Sons
• Year: 2001
• Tongue: English
• Weight: 199 KB
• Volume: 20
• Category: Article
• ISSN: 0277-6693
• DOI: 10.1002/1099-131x(200104)20:3<161::aid-for770>3.0.co;2-x