Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes

Helmut Lütkepohl and Pentti Saikkonen

No 1995,11, SFB 373 Discussion Papers from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Date: 1995
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Journal Article: Impulse response analysis in infinite order cointegrated vector autoregressive processes (1997)
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