variance decomposition

Helmut Lütkepohl
From The New Palgrave Dictionary of Economics, Second Edition, 2008
Edited by Steven N. Durlauf and Lawrence E. Blume
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Lütkepohl, Helmut. "variance decomposition." The New Palgrave Dictionary of Economics. Second Edition. Eds. Steven N. Durlauf and Lawrence E. Blume. Palgrave Macmillan, 2008. The New Palgrave Dictionary of Economics Online. Palgrave Macmillan. 02 September 2014 <http://www.dictionaryofeconomics.com/article?id=pde2008_V000070> doi:10.1057/9780230226203.1788

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