Structural Vector Autoregressions with Nonnormal Residuals

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Structural Vector Autoregressions with Nonnormal Residuals

LANNE, Markku; LUETKEPOHL, Helmut
Title: Structural Vector Autoregressions with Nonnormal Residuals
Author: LANNE, Markku; LUETKEPOHL, Helmut
Date: 2005
Publisher: European University Institute
Series/Report no.: EUI ECO; 2005/25
URI: http://hdl.handle.net/1814/3933
ISSN: 1725-6704

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  • ECO Working Papers
    Working Papers of the Economics Department of the EUI. ISSN 1725-6704