Frequency domain inference for univariate impulse responses
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- Runkle, David E, 1987. "Vector Autoregressions and Reality," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 437-442, October.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ionel Birgean & Lutz Kilian, 2002.
"Data-Driven Nonparametric Spectral Density Estimators For Economic Time Series: A Monte Carlo Study,"
Taylor & Francis Journals, vol. 21(4), pages 449-476.
- Kilian, L. & Bergean, I., 1999. "Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study," Papers 99-04, Michigan - Center for Research on Economic & Social Theory.
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