Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
| Year of publication: |
2011
|
|---|---|
| Authors: | Athanasopoulos, George ; de Carvalho Guillén, Osmani Teixeira ; Issler, João Victor ; Vahid, Farshid |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 164.2011, 1 (1.9.), p. 116-130
|