Impulse response analysis in infinite order cointegrated vector autoregressive processes
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 81 (1997)
Issue (Month): 1 (November)
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Web page: http://www.elsevier.com/locate/jeconom
Other versions of this item:
- H. Lütkepohl & P. Saikkonen, 1995. "Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes," SFB 373 Discussion Papers 1995,11, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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