BVAR models in the context of cointegration
Subtitle: a Monte Carlo experiment
By: Luis J. Alvarez, Fernando C. Ballabriga.
Contributors: Ballabriga, Fernando C.; Escuela Superior de Administracion y Direccion de Empresas.
Series: Papers ESADE -- num.121
Publisher: [ESADE]
Published: 1994
Place of publication: [Barcelona]
Language: eng