Comparison of Model Reduction Methods for VAR Processes
Hans-Martin Krolzig () and
Authors registered in the RePEc Author Service: Ralf Brüggemann () and
Helmut Lütkepohl ()
No ECO2002/19, Economics Working Papers from European University Institute
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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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