Estimation of impulse response functions using long autoregression
Pao-Li Chang and Shinichi Sakata
| Year of publication: |
2007
|
|---|---|
| Authors: | Chang, Pao-Li ; Sakata, Shinichi |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 10.2007, 2, p. 453-469
|
| Subject: | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003560081