Testing for nonzero impulse responses in vector autoregressive processes
type: Item
instance of: scholarly article
title: Testing for nonzero impulse responses in vector autoregressive processes
zbMATH Open document ID: 0849.62050
DOI: 10.1016/0378-3758(95)00042-9
published in: Journal of Statistical Planning and Inference
publication date: 1996-11-06T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 906612
zbMATH Keywords: impulse response functions
zbMATH Keywords: approximating infinite-order autoregressions
zbMATH Keywords: innovation accounting
zbMATH Keywords: Wald tests
zbMATH Keywords: finite-order VAR
zbMATH Keywords: infinite-order processes
author: Helmut Lütkepohl
MaRDI profile type: Publication
full work available at URL: 0378-3758(95)00042-9
OpenAlex ID: W2089238116
cites work: Alternative forms of the wald test: how long is a piece of string?
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description: scientific article; zbMATH DE number 906612