Noncausal Vector Autoregression

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http://hdl.handle.net/10138/230215

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Lanne , M & Saikkonen , P 2013 , ' Noncausal Vector Autoregression ' , Econometric Theory , vol. 29 , no. 3 , pp. 447 - 481 . https://doi.org/10.1017/S0266466612000448

Title: Noncausal Vector Autoregression
Author: Lanne, Markku; Saikkonen, Pentti
Contributor: University of Helsinki, Department of Political and Economic Studies (2010-2017)
University of Helsinki, Department of Mathematics and Statistics
Date: 2013-06
Language: eng
Number of pages: 35
Belongs to series: Econometric Theory
ISSN: 0266-4666
URI: http://hdl.handle.net/10138/230215
Subject: 511 Economics
112 Statistics and probability
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