Estimation of impulse response functions using long autoregression
Chang, Pao Li and Sakata, Shinichi
Estimation of impulse response functions using long autoregression J8302 2007 - 2007 - 453-469 V. 10 Issue. 2
Econometrics
Local projection;Long autoregression;
Estimation of impulse response functions using long autoregression J8302 2007 - 2007 - 453-469 V. 10 Issue. 2
Econometrics
Local projection;Long autoregression;