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Generalized impulse response analysis in a fractionally integrated vector autoregressive model
Do, Hung Xuan
;
Brooks, Robert Darren
;
Sirimon Treepongkaruna
- In:
Economics letters
118
(
2013
)
3
,
pp. 462-465
Persistent link: https://www.econbiz.de/10009729131
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Generalized impulse response analysis in a fractionally integrated vector autoregressive model
Do, Hung Xuan
;
Brooks, Robert Darren
;
Treepongkaruna, …
- In:
Economics letters
118
(
2013
)
3
,
pp. 462-465
Persistent link: https://www.econbiz.de/10010083461
Saved in:
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