Asymptotic Distribution of Restricted Reduced Forms and Dynamic Multipliers in a Linear Dynamic Model with Vector Autoregressive Errors (Q4747428)
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scientific article; zbMATH DE number 3804716
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| English | Asymptotic Distribution of Restricted Reduced Forms and Dynamic Multipliers in a Linear Dynamic Model with Vector Autoregressive Errors |
scientific article; zbMATH DE number 3804716 |
Statements
Asymptotic Distribution of Restricted Reduced Forms and Dynamic Multipliers in a Linear Dynamic Model with Vector Autoregressive Errors (English)
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1982
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linear dynamic model
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vector autoregressive errors
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restricted reduced form estimators
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dynamic multipliers
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