Impulse response analysis in infinite order cointegrated vector autoregressive processes
| Year of publication: |
1997
|
|---|---|
| Authors: | Lutkepohl, Helmut ; Saikkonen, Pentti |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 81.1997, 1, p. 127-157
|
| Publisher: |
Elsevier |