Structural Vector Autoregressions With Nonnormal Residuals

Markku Lanne and Lütkepohl, Helmut
Authors registered in the RePEc Author Service: Helmut Lütkepohl

Journal of Business & Economic Statistics, 2010, vol. 28, issue 1, 159-168

Date: 2010
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Related works:
Working Paper: Structural Vector Autoregressions with Nonnormal Residuals (2006)
Working Paper: Structural Vector Autoregressions with Nonnormal Residuals (2005)
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