Generalized impulse response analysis in linear multivariate models
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference11 articles.
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4. Impulse response analysis in nonlinear multivariate models;Koop;Journal of Econometrics,1996
5. Lütkepohl, H., 1991. Introduction to multiple time series analysis. Springer-Verlag, Berlin.
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