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Long run recursive VAR models and QR decompositions

Mathias Hoffmann

Publication Data

Title Long run recursive VAR models and QR decompositions
Author Mathias Hoffmann
Publisher University of Southampton - Department of Economics
Publication date 2000
Publication location Southampton
Language English

Topics

Econometric models
Autoregression (Statistics)
Decomposition (Mathematics)

Catalogue Data

OBNB ID GBA069079
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 7p.
P1042 Includes bibliographical references.

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Long run recursive VAR models and QR decompositions by Mathias Hoffmann. Published by University of Southampton - Department of Economics in 2000. Publication and catalogue information, links to buy online and reader comments.

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