The Asymptotic Distribution of Dynamic Multipliers

DOI10.2307/1913891MaRDI QIDQ5681447zbMATH OpenOpenAlexFDO

Authors

Publication date 1973

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913891

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to economics (62P20)

Cited in

(5)

• Polynomial operators and the asymptotic distribution of dynamic multipliers
• Inference in dynamic models containing 'surprise' variables
• Econometric tests of rationality and market efficiency
• Inference for impulse response coefficients from multivariate fractionally integrated processes
• Die asymptotische Verteilung des Prognosefehlers bei Prognosen mit Hilfe eines dynamischen ökonometrischen Modells höherer als erster Ordnung

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