Structural vector autoregressive analysis for cointegrated variables
Helmut Lütkepohl
| Year of publication: |
2006
|
|---|---|
| Authors: | Lütkepohl, Helmut |
| Published in: |
Modern econometric analysis : surveys on recent developments ; with 11 tables. - Berlin : Springer, ISBN 978-3-540-32692-2. - 2006, p. 73-86
|
| Subject: | Kointegration | Cointegration | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003375827