Calculating and Analizing Impulse Responses and their Asymptotic Distributions for the ARFIMA and VARMA Models.
| Year of publication: |
1994
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|---|---|
| Authors: | Chung, C.F. |
| Institutions: | Economics Department, Michigan State University |
| Subject: | ECONOMETRICS | MODELS | MATHEMATICS |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 21 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005671973