Work

Asymptotic Distribution of the Moving Average Coefficients of an Estimated Vector Autoregressive Process

Year: 1988

Type: article

Source: Econometric Theory

DOI: 10.1017/s0266466600011865

Author: Helmut Lütkepohl

Institution: Christian-Albrechts-Universität zu Kiel

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2132056929

FWCI: 2.961

Cites: 14

Cited by: 27

Related to: 10