The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions : received 21.8.1984
Helmut Lütkepohl
| Year of publication: |
1985
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|---|---|
| Authors: | Lütkepohl, Helmut |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 17.1985, 1/2, p. 103-106
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| Subject: | Ökonometrik Schätzung | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
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| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002406104