Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries (Q5124734)
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scientific article; zbMATH DE number 7253837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries |
scientific article; zbMATH DE number 7253837 |
Statements
Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries (English)
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30 September 2020
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long memory
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multivariate time series
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impulse response functions
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