Structural FECM: Cointegration in large-scale structural FAVAR models Anindya Banerjee Massimiliano Marcellinoy

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Date: 2013-10-21 09:30:44 Econometrics Mathematics Multivariate statistics Mathematical finance Vector autoregression Cointegration Autoregressive integrated moving average Dimensional analysis Eigenvalues and eigenvectors Statistics Algebra Time series analysis		Structural FECM: Cointegration in large-scale structural FAVAR models Anindya Banerjee Massimiliano Marcellinoy Add to Reading List Source URL: www.ijf.hr Download Document from Source Website File Size: 278,15 KB Share Document on Facebook

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