THE SENSITIVITY OF VAR FORECASTS TO ALTERNATIVE LAG STRUCTURES

被引：46

作者：

HAFER, RW ^{[1
]}

SHEEHAN, RG ^{[1
]}

机构：

[1] UNIV NOTRE DAME,DEPT FINANCE & BUSINESS ECON,NOTRE DAME,IN 46536

来源：

关键词：

D O I：

10.1016/0169-2070(89)90043-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：399 / 408

页数：10

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