Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models
Year of publication: |
1993
|
---|---|
Authors: | Mittnik, Stefan |
Other Persons: | Zadrozny, Peter A. (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 61.1993, 4, p. 857-870
|
Subject: | Zeitreihenanalyse | Time series analysis | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Theorie | Theory |
-
Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham, (1992)
-
Deciding between I(1) and I(0)
Stock, James H., (1992)
-
Stochastic modelling of social processes
Diekmann, Andreas, (1984)
- More ...
-
Forecasting quaterly German GDP at mothly intervals using monthly ifo business conditions data
Mittnik, Stefan, (2004)
-
Mittnik, Stefan, (2004)
-
Mittnik, Stefan, (2004)
- More ...