Asymptotic inference results for multivariate long-memory processes
Year of publication: |
2004
|
---|---|
Authors: | Dolado, Juan J. ; Mármol, Francesc |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 7.2004, 1, p. 168-190
|
Subject: | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Einkommenshypothese | Income hypothesis | Theorie | Theory |
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