ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS (Q5696352)
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scientific article; zbMATH DE number 2215544
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| English | ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS |
scientific article; zbMATH DE number 2215544 |
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ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS (English)
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18 October 2005
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structural vector error correcting models
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vector time series
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0.8235739469528198
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0.81590735912323
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0.8035057187080383
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0.7959323525428772
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0.7889099717140198
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