Comparison of Model Reduction Methods for VAR Processes

Ralf BRUEGGEMANN, Hans-Martin Krolzig () and Helmut LUETKEPOHL
Authors registered in the RePEc Author Service: Helmut Lütkepohl () and Ralf Brüggemann ()

No ECO2002/19, Economics Working Papers from European University Institute

New Economics Papers: this item is included in nep-ecm and nep-ets
Date: 2002
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Working Paper: Comparison of Model Reduction Methods for VAR Processes (2003)
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