Structural vector autoregressions with smooth transition in variances
statement of authorship
Helmut Lütkepohl, Aleksei Netšunajev
source
Journal of economic dynamics and control
journal volume number month
vol. 84
year of publication
pages
p. 43-57 : ill
subject term
keyword
ISSN
0165-1889
notes
Bibliogr. p. 57
TTÜ department
language
inglise
Lütkepohl, H., Netšunajev, A. Structural vector autoregressions with smooth transition in variances // Journal of economic dynamics and control (2017) vol. 84, p. 43-57 : ill.