Title of article
Testing for nonzero impulse responses in vector autoregressive processes
Author/Authors
Helmut Lütkepohl، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
20
From page
1
To page
20
Keywords
Impulse responses , Approximating infinite-order autoregressions , V AR processes , Innovation accounting , Wald tests
Journal title
Journal of Statistical Planning and Inference
Serial Year
1996
Journal title
Journal of Statistical Planning and Inference
Record number
218006
Link To Document