Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models
Stefan Mittnik, Peter A. Zadrozny, Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models, Econometrica, Vol. 61, No. 4 (Jul., 1993), pp. 857-870