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Generalised impulse response analysis in linear multivariate models

M. Hashem Pesaran

Publication Data

Title Generalised impulse response analysis in linear multivariate models
Author M. Hashem Pesaran
Contributors Yongcheol Shin, Yongcheol Shin
Publisher University of Cambridge, Dept. of Applied Economics
Publication date 1997
Publication location Cambridge
Language English

Topics

Autoregression (Statistics)
Cointegration
Multivariate analysis

Catalogue Data

OBNB ID GB9760233
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 10 p.
P1042 Includes bibliographical references.

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Generalised impulse response analysis in linear multivariate models by M. Hashem Pesaran. Published by University of Cambridge, Dept. of Applied Economics in 1997. Publication and catalogue information, links to buy online and reader comments.