On the solution of vector autoregressive models and their cointegration properties: the linear case and beyond

Risultato della ricerca: Working paper

Keywords

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title = "On the solution of vector autoregressive models and their cointegration properties: the linear case and beyond",

keywords = "cointegration properties, vector autoregressive models, cointegration properties, vector autoregressive models",

author = "Maria Zoia",

year = "2010",

language = "English",

type = "WorkingPaper",

}

TY - UNPB

T1 - On the solution of vector autoregressive models and their cointegration properties: the linear case and beyond

AU - Zoia, Maria

PY - 2010

Y1 - 2010

KW - cointegration properties

KW - vector autoregressive models

KW - cointegration properties

KW - vector autoregressive models

UR - http://hdl.handle.net/10807/20540

M3 - Working paper

BT - On the solution of vector autoregressive models and their cointegration properties: the linear case and beyond

ER -