Generalized impulse response analysis in a fractionally integrated vector autoregressive model (Q2444331)
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scientific article; zbMATH DE number 6281899
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| English | Generalized impulse response analysis in a fractionally integrated vector autoregressive model |
scientific article; zbMATH DE number 6281899 |
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Generalized impulse response analysis in a fractionally integrated vector autoregressive model (English)
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9 April 2014
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generalized impulse response
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fractionally integrated VAR model
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long memory
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0.8432528376579285
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0.8432528376579285
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0.8386681079864502
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0.7796692252159119
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0.7736390829086304
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