Supplementary appendix to "noncausal vector autoregression"
AbstractThis is a supplementary appendix to "Noncausal Vector Autoregression".
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 37732.
Date of creation: 2012
Date of revision:
Vector autoregression; Noncausal time series; Non-Gaussian time series;
Find related papers by JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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