• 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