Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order
| Year of publication: |
2001
|
|---|---|
| Authors: | Kilian, L. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 20.2001, 3, p. 161-180
|