Impulse response analysis in infinite order cointegrated vector autoregressive processes
| Year of publication: |
1997
|
|---|---|
| Authors: | Lütkepohl, Helmut ; Saikkonen, Pentti |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 81.1997, 1, p. 127-158
|