The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions (Q375038)
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scientific article; zbMATH DE number 6218959
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| English | The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions |
scientific article; zbMATH DE number 6218959 |
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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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0.8042214512825012
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0.7857345342636108
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0.7847324013710022
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0.7813169956207275
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0.7770479321479797
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