Generalized impulse response analysis in linear multivariate models (Q1128549)
From MaRDI portal
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
