Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions
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Publication:4366074
DOI10.2307/2291481zbMath0889.62076OpenAlexW3122874300MaRDI QIDQ4366074
Clive W. J. Granger, Norman R. Swanson
Publication date: 18 November 1997
Full work available at URL: https://doi.org/10.2307/2291481
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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