Pages that link to "Item:Q2512358"
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The following pages link to Long- versus medium-run identification in fractionally integrated VAR models (Q2512358):
Displaying 4 items.
- The dynamic effects of aggregate demand and supply disturbances: Another Look (Q672613) (← links)
- Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
- Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions (Q2113076) (← links)
- Long- versus medium-run identification in fractionally integrated VAR models (Q2512358) (← links)