Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models (Q3142742)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models |
scientific article |
Statements
Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models (English)
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2 February 1994
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VARMA models
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asymptotic normal approximations
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recursive and closed-form computations
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asymptotic covariance matrices
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sets of impulse responses
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step responses
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variance decompositions
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estimated dynamic simultaneous- equations models
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vector autoregressive moving-average
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linear restrictions
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analytic derivatives
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