Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions.
| Year of publication: |
1994
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|---|---|
| Authors: | Swanson, N.R. ; Granger, C.W.J. |
| Institutions: | Department of Economics, Pennsylvania State University |
| Subject: | regression analysis | econometrics |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 32 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005631480