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Documents 2007/3

Matrix oriented formulae of dynamic multipliers in general autoregressive distributed lag and VARX models

Published:

11 January 2007

Open and read the publication in PDF (18 pages)

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About the publication

Title: Matrix oriented formulae of dynamic multipliers in general autoregressive distributed lag and VARX models

Author: Terje Skjerpen

Series and number: Documents 2007/3

Publisher: Statistics Norway

Topic: Methods and documentation

Number of pages: 18

Language: English

About Documents: Documentation, descriptions of methods, models and standards are published in the series Documents.

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(+47) 21 09 46 42

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Documents 2007/3

Matrix oriented formulae of dynamic multipliers in general autoregressive distributed lag and VARX models

About the publication

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