مرکز منطقه ای اطلاع رساني علوم و فناوري - Testing for nonzero impulse responses in vector autoregressive processes

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 :

From page :

To page :

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 :