Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems (Q1978764)
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scientific article; zbMATH DE number 1454484
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| English | Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems |
scientific article; zbMATH DE number 1454484 |
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Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems (English)
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4 June 2000
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cointegration
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impulse response
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reduced rank regression
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0.7975958585739136
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0.7948290705680847
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0.7729001641273499
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0.7715268731117249
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