Uncertainty about the persistence of economic shocks

Miller, John P., Newbold, Paul . Journal of Business & Economic Statistics 1995. 13 :435-440

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Bibtex

@article{CIS-126600,
  Author = {Miller, John P. and Newbold, Paul},
  Title = {Uncertainty about the persistence of economic shocks},
  Journal = {Journal of Business & Economic Statistics},
  Volume = {13},
  Year = {1995},
  Pages = {435--440},
  Keywords = {Time series, Vector autoregression}
}

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