Estimation and inference for impulse response functions from univariate strongly persistent processes
| Year of publication: |
2013
|
|---|---|
| Authors: | Baillie, Richard T. ; Kapetanios, George |
| Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 16.2013, 3, p. 373-399
|
| Publisher: |
Royal Economic Society - RES |