Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models:
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Bibliographic Details
Main Author: Coenen, Günter (Author)
Format: Book
Language:English
Published: Frankfurt am Main Europ. Central Bank 2000
Series:European Central Bank: Working paper series 9
Subjects:
Physical Description:28 S. graph. Darst. : 30 cm

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