Impulse response and forecast error variance asymptotics in nonstationary VARs
نویسندگان
چکیده
منابع مشابه
Bayesian VARs: Specifi cation Choices and Forecast Accuracy
Working papers of the Federal Reserve Bank of Cleveland are preliminary materials circulated to stimulate discussion and critical comment on research in progress. They may not have been subject to the formal editorial review accorded offi cial Federal Reserve Bank of Cleveland publications. The views stated herein are those of the authors and are not necessarily those of the Federal Reserve Ban...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1998
ISSN: 0304-4076
DOI: 10.1016/s0304-4076(97)00064-x