Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables (Q736554)
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scientific article; zbMATH DE number 6609176
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| English | Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables |
scientific article; zbMATH DE number 6609176 |
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Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables (English)
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4 August 2016
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cointegration
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vector autoregression
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rare events
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impulse response
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