Testing covariance restrictions in systems of simultaneous equations with vector autoregressive errors
by Alok Bhargava
| Year of publication: |
1989
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|---|---|
| Authors: | Bhargava, Alok |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 30.1989, 2, p. 357-372
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| Subject: | VAR | Asymptotic variance matrix | AVM | 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/10001074248