✦ LIBER ✦

Structural Analysis of Cointegrating VARs

✍ Scribed by M. Hashem Pesaran; Ron P. Smith

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Identification of Technology Shocks in S

✍ Patrick Fève; Alain Guay 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 626 KB

Granger-causality in cointegrated VAR pr

✍ Helmut Lütkepohl; Hans-Eggert Reimers 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 398 KB

Are US output expectations unbiased? A c

✍ Dimitrios Papaikonomou; Jacinta Pires 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 141 KB

Structural vector autoregressive analysi

✍ Lütkepohl, Helmut 📂 Article 📅 2006 🏛 Springer 🌐 German ⚖ 813 KB

Extreme Spectra of Var Models and Orders

✍ E. E. Ioannidis; G. A. Chronis 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 295 KB

Modern Econometric Analysis || Structura

✍ Hübler, Olaf; Frohn, Jachim 📂 Article 📅 2006 🏛 Springer Berlin Heidelberg ⚖ 817 KB