Date: 2004
Type: Thesis
A cointegrated vector autoregressive model with rare asymptotically influential innovations
Florence : European University Institute, 2004, EUI, ECO, PhD Thesis
GEORGIEV, Iliyan, A cointegrated vector autoregressive model with rare asymptotically influential innovations, Florence : European University Institute, 2004, EUI, ECO, PhD Thesis - https://hdl.handle.net/1814/4935
Retrieved from Cadmus, EUI Research Repository
Additional information:
Defence date: 17 May 2004; Examining board: Søren Johansen, University of copenhagen, Supervisor ; Helmut Lütkepohl, EUI ; Anders Rahbek, University of Copenhagen ; Pentti Saikkonen, University of Helsinki; PDF of thesis uploaded from the Library digitised archive of EUI PhD theses completed between 2013 and 2017
Cadmus permanent link: https://hdl.handle.net/1814/4935
Series/Number: EUI; ECO; PhD Thesis
Publisher: European University Institute
LC Subject Heading: Econometrics
