Noncausal Vector Autoregression

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Lanne , M & Saikkonen , P 2013 , ' Noncausal Vector Autoregression ' , Econometric Theory , vol. 29 , no. 3 , pp. 447 - 481 .

Title: Noncausal Vector Autoregression
Author: Lanne, Markku; Saikkonen, Pentti
Contributor organization: Department of Political and Economic Studies (2010-2017)
Helsinki Center of Economic Research (HECER)
Department of Mathematics and Statistics
Financial and Macroeconometrics
Date: 2013-06
Language: eng
Number of pages: 35
Belongs to series: Econometric Theory
ISSN: 0266-4666
Subject: 511 Economics
112 Statistics and probability
Peer reviewed: Yes
Usage restriction: openAccess
Self-archived version: acceptedVersion

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