Generalized impulse response analysis in a fractionally integrated vector autoregressive model (Q2444331)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6281899
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Generalized impulse response analysis in a fractionally integrated vector autoregressive model |
scientific article; zbMATH DE number 6281899 |
Statements
Generalized impulse response analysis in a fractionally integrated vector autoregressive model (English)
0 references
9 April 2014
0 references
generalized impulse response
0 references
fractionally integrated VAR model
0 references
long memory
0 references
0.8432528376579285
0 references
0.8432528376579285
0 references
0.8386681079864502
0 references
0.7796692252159119
0 references
0.7736390829086304
0 references
