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Identifying causal structures of cointegrated vector autoregression with an application to the G7 interest rates

No description available.
Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:274929
Date January 2001
CreatorsBarassi, Marco Raffaele
PublisherImperial College London
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
Sourcehttp://hdl.handle.net/10044/1/8719

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