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