Generalized impulse response analysis in a fractionally integrated vector autoregressive model (Q2444331)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized impulse response analysis in a fractionally integrated vector autoregressive model |
scientific article |
Statements
Generalized impulse response analysis in a fractionally integrated vector autoregressive model (English)
0 references
9 April 2014
0 references
generalized impulse response
0 references
fractionally integrated VAR model
0 references
long memory
0 references
