The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions (Q375038): Difference between revisions
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| Property / author: Helmut Lütkepohl / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0165-1765(85)90136-3 / rank | |||
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| Property / OpenAlex ID: W2088836901 / rank | |||
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| Property / cites work: Structural econometric modeling and time series analysis / rank | |||
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Latest revision as of 23:13, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions |
scientific article |
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The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions (English)
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24 October 2013
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