Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models

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Publication:3142742

DOI10.2307/2951765zbMath0780.62016OpenAlexW2064438094WikidataQ59410567 ScholiaQ59410567MaRDI QIDQ3142742

Peter A. Zadrozny, Stefan Mittnik

Publication date: 2 February 1994

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2951765




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