Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions
| Year of publication: |
1997
|
|---|---|
| Authors: | Swanson, Norman R. ; Granger, Clive W.J. |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 92.1997, 437, p. 357-367
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