Journal Article
Misspecifications in Vector Autoregressions and their Effects on Impulse Responses and Variance Decompositions
Journal of Econometrics
Author(s)
Phillip Braun
Stefan Mittnik
Date Published:
1993
Citations:
Braun, Phillip
, Stefan Mittnik. 1993. Misspecifications in Vector Autoregressions and their Effects on Impulse Responses and Variance Decompositions.
Journal of Econometrics
. 319-341.