Generalized impulse response analysis in linear multivariate models (Q1128549): Difference between revisions

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+Microfit
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Impulse response analysis in nonlinear multivariate models
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+Q4001588
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+Impulse response analysis of cointegrated systems
@@ Property / cites work: Impulse response analysis of cointegrated systems / rank @@
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+LONG-RUN STRUCTURAL MODELLING
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+Cointegration and speed of convergence to equilibrium
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+Publication:1128549