Analysis of vector autoregressions in the presence of shifts in mean
Serena Ng and Tomothy J. Vogelsang
| Year of publication: |
2002
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|---|---|
| Authors: | Ng, Serena ; Vogelsang, Timothy J. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 21.2002, 3, p. 353-381
|
| Subject: | VAR-Modell | VAR model | Strukturbruch | Structural break | Multivariate Analyse | Multivariate analysis | Kausalanalyse | Causality analysis | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric reviews |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001718766