Structural analysis of cointegrating VARs
M. Hashem Pesaran and Ron P. Smith
| Year of publication: |
1998
|
|---|---|
| Authors: | Pesaran, M. Hashem ; Smith, Ron |
| Publisher: |
Cambridge : Univ., Dep. of Applied Economics |
| Subject: | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Lag-Modell | Lag model | Theorie | Theory |
| Extent: | 33 S. |
|---|---|
| Series: | DAE working paper. - Cambridge, ZDB-ID 2200094-X. - Vol. 9811 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001350652