Title of article

Structural information in recursive VAR orderings

Author/Authors

John W. Keating، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 1996

Pages

24

From page

1557

To page

1580

Keywords

Cholesky decomposition , Wold causal chain , Moving average representation , vector autoregression

Journal title

Journal of Economic Dynamics and Control

Serial Year

1996

Journal title

Journal of Economic Dynamics and Control

Record number

237404