Markov-chain approximations of vector autoregressions : application of general multivariative-normal integration techniques
Stephen J. Terry; Edward S. Knotek II
| Year of publication: |
2011
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|---|---|
| Authors: | Terry, Stephen ; Knotek, Edward S. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 110.2011, 1, p. 4-6
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| Subject: | Theorie | Theory | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009241654