The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions (Q375038): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0165-1765(85)90136-3 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2088836901 / rank | |||
Normal rank |
Revision as of 00:47, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions |
scientific article |
Statements
The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions (English)
0 references
24 October 2013
0 references