Generalised impulse responseanalysis in linear multivariate models
By: M. Hashem Pesaran and Yongcheol Shin.
Contributors: Shin, Yongcheol.; University of Cambridge. Department of Applied Economics.
Series: DAE working papers -- no. 9710
Publisher: University of Cambridge, Dept. of Applied Economics
Published: 1997
Place of publication: Cambridge
Language: eng
Number of pages: 10
Subjects: Cointegration.; Multivariate analysis.; Autoregression (Statistics)
Notes: Includes bibliographical references.