Generalized impulse response analysis in linear multivariate models (Q1128549): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized impulse response analysis in linear multivariate models |
scientific article |
Statements
Generalized impulse response analysis in linear multivariate models (English)
0 references
13 August 1998
0 references
generalized impulse responses
0 references
forecast error variance decompositions
0 references
VAR
0 references
cointegration
0 references
