Asymptomic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models
By: by Günter Coenen
Series: Working paper series / European Central Bank -- working paper no. 9; Working paper series (European Central Bank) -- working paper no. 9
Publisher: European Central Bank
Published: 2000
Place of publication: Frankfurt am Main, Germany
Language: eng
Notes: "January 2000."