Econometrica Vol. 42 No. 3 1974
The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model
Abstract
Peter Schmidt, The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model, Econometrica, Vol. 42, No. 3 (May, 1974), pp. 591-592
- DOI
- 10.2307/1911793
- Volume
- 42
- Issue
- 3
- Pages
- 591
- Sources
- bibtex:phds-export.bib crossref openalex