Impulse response and forecast error variance asymptotics in nonstationary VARs
| Year of publication: |
1998
|
|---|---|
| Authors: | Phillips, Peter C.B. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 83.1998, 1-2, p. 21-56
|