Finite-sample Simulation-based Inference in VAR Models with Applications to Order Selection and Causality Testing
| Author | : Dufour, Jean-Marie |
| Publisher | : Montréal : CIRANO |
| Total Pages | : 32 |
| Release | : 2005 |
| ISBN-10 | : 2893825109 |
| ISBN-13 | : 9782893825106 |
| Rating | : 4/5 (106 Downloads) |
Book Synopsis Finite-sample Simulation-based Inference in VAR Models with Applications to Order Selection and Causality Testing by : Dufour, Jean-Marie
Download or read book Finite-sample Simulation-based Inference in VAR Models with Applications to Order Selection and Causality Testing written by Dufour, Jean-Marie and published by Montréal : CIRANO. This book was released on 2005 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
