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

From MaRDI portal
Added link to MaRDI item.
Changed an Item
Property / describes a project that uses
 
Property / describes a project that uses: Microfit / rank
 
Normal rank

Revision as of 03:29, 28 February 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
    0 references
    0 references
    13 August 1998
    0 references
    generalized impulse responses
    0 references
    forecast error variance decompositions
    0 references
    VAR
    0 references
    cointegration
    0 references

    Identifiers