Statistical inference in vector autoregressions with possibly integrated processes
Statistical inference in vector autoregressions with possibly integrated processes is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Hiro Y. Toda, Taku Yamamoto; Journal / source: Journal of Econometrics; Year: 1995.
| Authors | Hiro Y. Toda, Taku Yamamoto |
|---|---|
| Journal / source | Journal of Econometrics |
| Year | 1995 |
| Field | Monetary Policy and Economic Impact |
| Times cited | 5909 |
| Type | article |
| DOI / link | https://doi.org/10.1016/0304-4076(94)01616-8 |