Impulse response analysis in infinite order cointegrated vector autoregressive processes

Helmut Lütkepohl and Pentti Saikkonen

Journal of Econometrics, 1997, vol. 81, issue 1, 127-157

Date: 1997
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Working Paper: Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:81:y:1997:i:1:p:127-157

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