Generalised impulse response analysis in linear multivariate models
ShareCopied to clipboardGeneralised impulse response analysis in linear multivariate models is a book. It was written by M. Hashem Pesaran and published by University of Cambridge Dept of Applied Economics in 1997.
Key facts
- author: M. Hashem Pesaran
- publication date: 1997
- book publisher: University of Cambridge Dept of Applied Economics
- book series: DAE working papers amalgamated series
- book subjects: Multivariate analysis, Autoregression (Statistics), Cointegration
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"Generalised impulse response analysis in linear multivariate models" is one of the books by M. Hashem Pesaran, books by University of Cambridge Dept of Applied Economics and 2,617,384 books in our database.
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