The Asymptotic Distribution of Dynamic Multipliers
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Publication:5681447
DOI10.2307/1913891zbMath0265.62043OpenAlexW1993656599MaRDI QIDQ5681447
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Publication date: 1973
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913891
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
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Econometric tests of rationality and market efficiency ⋮ Polynomial operators and the asymptotic distribution of dynamic multipliers ⋮ Inference in dynamic models containing 'surprise' variables ⋮ Die asymptotische Verteilung des Prognosefehlers bei Prognosen mit Hilfe eines dynamischen ökonometrischen Modells höherer als erster Ordnung ⋮ Inference for impulse response coefficients from multivariate fractionally integrated processes
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