Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions
| Year of publication: |
1993
|
|---|---|
| Authors: | Braun, Phillip A. ; Mittnik, Stefan |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 59.1993, 3, p. 319-341
|
| Publisher: |
Elsevier |