Estimation of impulse response functions using long autoregression

Econometrics Journal

Volumn 10, Issue 2, 2007, Pages 453-469

  Chang, Pao Li ^a   Sakata, Shinichi ^b  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Local projection

Indexed keywords

EID: 34347407375     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2007.00216.x     Document Type: Article

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