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- 2005619263 contributor B10385093.
- 2005619263 contributor B10385094.
- 2005619263 contributor B10385095.
- 2005619263 created "[2005]".
- 2005619263 date "2005".
- 2005619263 date "[2005]".
- 2005619263 dateCopyrighted "[2005]".
- 2005619263 description "Includes bibliographical references.".
- 2005619263 description "Mode of access: World Wide Web.".
- 2005619263 description "System requirements: Adobe Acrobat Reader.".
- 2005619263 hasFormat "Also available in print.".
- 2005619263 identifier invoke.cfm?objectid=E70EC6CE-5056-9F06-990B36A2FEAD2B5E&method=display.
- 2005619263 isFormatOf "Also available in print.".
- 2005619263 isPartOf "Working paper series (Federal Reserve Bank of Atlanta : Online) ; 2005-9.".
- 2005619263 isPartOf "Working paper series / Federal Reserve Bank of Atlanta ; 2005-9".
- 2005619263 issued "2005".
- 2005619263 issued "[2005]".
- 2005619263 language "eng".
- 2005619263 publisher "[Atlanta, Ga.] : Federal Reserve Bank of Atlanta,".
- 2005619263 relation "Also available in print.".
- 2005619263 requires "Mode of access: World Wide Web.".
- 2005619263 requires "System requirements: Adobe Acrobat Reader.".
- 2005619263 subject "Autoregression (Statistics)".
- 2005619263 subject "HB1".
- 2005619263 subject "Vector analysis.".
- 2005619263 subject "Vector autoregression; economic shocks; innovations; invertibility".
- 2005619263 title "A, B, C's, (and D's) for understanding VARS [electronic resource] / Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramírez, and Thomas Sargent.".
- 2005619263 type "text".