Supplementary appendix to "noncausal vector autoregression"
Markku Lanne and
Pentti Saikkonen ()
MPRA Paper from University Library of Munich, Germany
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)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:37732
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