Impulse response analysis in vector autoregressions with unknown lag order
Open Access
- 1 April 2001
- journal article
- research article
- Published by Wiley in Journal of Forecasting
- Vol. 20 (3), 161-179
- https://doi.org/10.1002/1099-131x(200104)20:3<161::aid-for770>3.0.co;2-x