Supplementary appendix to "noncausal vector autoregression"
| Year of publication: |
2012
|
|---|---|
| Authors: | Lanne, Markku ; Saikkonen, Pentti |
| Type of publication: | Book / Working Paper |
|---|---|
| Language: | English |
| Notes: | Lanne, Markku and Saikkonen, Pentti (2012): Supplementary appendix to "noncausal vector autoregression". |
| Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; C52 - Model Evaluation and Testing |
| Source: | BASE |
Persistent link: https://www.econbiz.de/10015231254