Comparison of Model Reduction Methods for VAR Processes

Ralf Brueggemann, Hans-Martin Krolzig and Helmut Luetkepohl
Authors registered in the RePEc Author Service: Ralf Brüggemann and Helmut Lütkepohl

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

Date: 2002
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Working Paper: Comparison of Model Reduction Methods for VAR Processes (2003)
Working Paper: Comparison of model reduction methods for VAR processes (2002)
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