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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) Downloads
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