The Review of Economics and Statistics Vol. 72 No. 1 1990
Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models
Abstract
Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models, The Review of Economics and Statistics, Vol. 72, No. 1 (Feb., 1990), pp. 116-125
- DOI
- 10.2307/2109746
- Volume
- 72
- Issue
- 1
- Pages
- 116
- Sources
- openalex crossref