Limiting Distribution of Least Squares Estimates in Stable Multivariate Autoregressive Models Excited by Deterministic Input Signals.
| Year of publication: |
1993
|
|---|---|
| Authors: | Boutahar, M. ; Deneau, C. |
| Institutions: | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) |
| Subject: | econometrics |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 9 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005634420