A Parametric Representation of Integrated Vector Autoregressive (VAR) Processes

Lisbeth Funding La Cour

Abstract

VAR-model

Originalsprog	Engelsk
Udgivelsessted	Cph.
Udgiver	Institute of Statistics, University of Copenhagen
Antal sider	25
Status	Udgivet - 1994

@techreport{602dc0b0e8fe11dbbee902004c4f4f50,

title = "A Parametric Representation of Integrated Vector Autoregressive (VAR) Processes",

abstract = "VAR-model",

author = "{La Cour}, {Lisbeth Funding}",

year = "1994",

language = "English",

publisher = "Institute of Statistics, University of Copenhagen",

type = "WorkingPaper",

institution = "Institute of Statistics, University of Copenhagen",

}