Asymptotic distribution of the moving average coefficients of an estimated vector autoregressive process
Helmut Lütkepohl
| Year of publication: |
1988
|
|---|---|
| Authors: | Lütkepohl, Helmut |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 4.1988, 1, p. 77-85
|
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001049386