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Supplementary appendix to "noncausal vector autoregression"

Markku Lanne and Pentti Saikkonen ()

MPRA Paper from University Library of Munich, Germany

Abstract: This is a supplementary appendix to "Noncausal Vector Autoregression".

Keywords: Vector autoregression; Noncausal time series; Non-Gaussian time series (search for similar items in EconPapers)
JEL-codes: C32 C52 E43 (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:37732

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