Supplementary appendix to "noncausal vector autoregression"
| Year of publication: |
2012
|
|---|---|
| Authors: | Lanne, Markku ; Saikkonen, Pentti |
| Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
| Subject: | Vector autoregression | Noncausal time series | Non-Gaussian time series |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; C52 - Model Evaluation and Testing |
| Source: |
Persistent link: https://www.econbiz.de/10011113867