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