Testing for nonzero impulse responses in vector autoregressive processes (Q1918142)
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scientific article; zbMATH DE number 906612
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for nonzero impulse responses in vector autoregressive processes |
scientific article; zbMATH DE number 906612 |
Statements
Testing for nonzero impulse responses in vector autoregressive processes (English)
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6 November 1996
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impulse response functions
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approximating infinite-order autoregressions
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innovation accounting
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Wald tests
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finite-order VAR
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infinite-order processes
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