Asymptotic Distribution of Dynamic Multipliers in Dynamic Autoregressive Models

DOI10.2307/1911470MaRDI QIDQ3308935zbMATH OpenOpenAlexFDO

Authors John Knight

Publication date 1984

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911470

zbMATH Keywords

asymptotic distribution of dynamic multipliersdynamic autoregressive modelsdynamic simultaneous equation model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to economics (62P20)

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