A note on the asymptotic distribution of impulse response...

A note on the asymptotic distribution of impulse response functions of estimated var models with orthogonal residuals

Helmut Lütkepohl
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Volume:
42
Year:
1989
Language:
english
Pages:
6
DOI:
10.1016/0304-4076(89)90059-6
File:
PDF, 294 KB
english, 1989
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