Econometrica Vol. 61 No. 4 1993
Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models
Abstract
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
- DOI
- 10.2307/2951765
- Volume
- 61
- Issue
- 4
- Pages
- 857
- Sources
- bibtex:phds-export.bib openalex crossref