Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
| Year of publication: |
2000
|
|---|---|
| Authors: | Arai, Yoichi ; Yamamoto, Taku |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 67.2000, 3, p. 261-271
|
| Publisher: |
Elsevier |