Structural vector autoregressive analysis for cointegrated variables
by Helmut Lütkepohl
| Year of publication: |
2006
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|---|---|
| Authors: | Lütkepohl, Helmut |
| Published in: |
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society. - Heidelberg : Physica-Verl., ISSN 0002-6018, ZDB-ID 442-X. - Vol. 90.2006, 1, p. 75-88
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| Subject: | VAR-Modell | VAR model | Theorie | Theory | Kointegration | Cointegration |
| 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/10003285319