ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS
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Publication:5696352
DOI10.1017/S0266466604205047zbMath1071.62019MaRDI QIDQ5696352
Publication date: 18 October 2005
Published in: Econometric Theory (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
Related Items
Structural vector autoregressive analysis for cointegrated variables, Problems related to over-identifying restrictions for structural vector error correction models
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Cites Work
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