Work

Infinite Order Cointegrated Vector Autoregressive Processes:Estimation and Inference

Year: 1994

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Helmut Lütkepohl, Petti Saikkonon

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1554064592

Cites: 21

Cited by: 31

Related to: 10