Asymptotic Distribution of Restricted Reduced Forms and Dynamic Multipliers in a Linear Dynamic Model with Vector Autoregressive Errors

DOI10.2307/2526373zbMATH Open0509.62085OpenAlexW2054867205MaRDI QIDQ4747428FDOQ4747428

Authors: John Knight 

Publication date: 1982

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526373

zbMATH Keywords

dynamic multiplierslinear dynamic modelvector autoregressive errorsrestricted reduced form estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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