Return to search

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

No description available.

1. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.274929

Identifer	oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:274929
Date	January 2001
Creators	Barassi, Marco Raffaele
Publisher	Imperial College London
Source Sets	Ethos UK
Detected Language	English
Type	Electronic Thesis or Dissertation
Source	http://hdl.handle.net/10044/1/8719