Quotation Hauser, M.. 2001. A partitioning approach to the specification of large VAR models: With an application to the DAX30 series. Working Paper, Department of Statistics, Vienna University of Economics and Business Administration


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title A partitioning approach to the specification of large VAR models: With an application to the DAX30 series
Year 2001

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People
Hauser, Michael (Details)
Organization
Mathematical Methods in Statistics (Former organization)
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