Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions
by Norman R. Swanson and C. W. J. Granger
| Year of publication: |
1992
|
|---|---|
| Authors: | Swanson, Norman R. ; Granger, C. W. J. |
| Publisher: |
San Diego |
| Subject: | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis |
| Extent: | 42 S |
|---|---|
| Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000853659