Calculating and Analizing Impulse Responses and their Asymptotic Distributions for the ARFIMA and VARMA Models

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Calculating and Analizing Impulse Responses and their Asymptotic Distributions for the ARFIMA and VARMA Models

Author Info

Chung, C.F.

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Paper provided by Michigan State - Econometrics and Economic Theory in its series Papers with number 9402.

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Length: 21 pages
Date of creation: 1994
Date of revision:
Handle: RePEc:fth:mistet:9402

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