Noncausal vector autoregression

Markku Lanne; Pentti Saikkonen

Noncausal vector autoregression

Research output: Working paper › Discussion paper › Scientific

Abstract

Tiivistelma: Ei-kausaalinen vektoriautoregressiivinen malli

Original language	English
Place of Publication	Helsinki
Publisher	Bank of Finland
Number of pages	61
ISBN (Print)	978-952-462-520-3
ISBN (Electronic)	978-952-462-521-0
Publication status	Published - 2009
MoE publication type	D4 Published development or research report or study

Fields of Science

112 Statistics and probability
korko
aikarakenne
uskottavuus
estimointi
511 Economics

Access to Document

http://urn.fi/URN:NBN:fi:bof-20140807493

Cite this

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title = "Noncausal vector autoregression",

abstract = "Tiivistelma: Ei-kausaalinen vektoriautoregressiivinen malli",

keywords = "112 Statistics and probability, korko, aikarakenne, uskottavuus, estimointi, korko, aikarakenne, uskottavuus, estimointi, korko, aikarakenne, uskottavuus, estimointi, 511 Economics",

author = "Markku Lanne and Pentti Saikkonen",

year = "2009",

language = "English",

isbn = "978-952-462-520-3",

series = "Bank of Finland Research Discussion Papers",

publisher = "Bank of Finland",

number = "18/2009",

address = "Finland",

type = "WorkingPaper",

institution = "Bank of Finland",

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TY - UNPB

T1 - Noncausal vector autoregression

AU - Lanne, Markku

AU - Saikkonen, Pentti

PY - 2009

Y1 - 2009

N2 - Tiivistelma: Ei-kausaalinen vektoriautoregressiivinen malli

AB - Tiivistelma: Ei-kausaalinen vektoriautoregressiivinen malli

KW - 112 Statistics and probability

KW - korko

KW - aikarakenne

KW - uskottavuus

KW - estimointi

KW - korko

KW - aikarakenne

KW - uskottavuus

KW - estimointi

KW - korko

KW - aikarakenne

KW - uskottavuus

KW - estimointi

KW - 511 Economics

M3 - Discussion paper

SN - 978-952-462-520-3

T3 - Bank of Finland Research Discussion Papers

BT - Noncausal vector autoregression

PB - Bank of Finland

CY - Helsinki

ER -