Long- versus medium-run identification in fractionally integrated VAR models

✍ Scribed by Tschernig, Rolf; Weber, Enzo; Weigand, Roland

• Book ID: 122133175
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 410 KB
• Volume: 122
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/j.econlet.2013.12.005