ASYMPTOTIC DISTRIBUTIONS OF IMPULSE-RESPONSE FUNCTIONS AND FORECAST ERROR VARIANCE DECOMPOSITIONS OF VECTOR AUTOREGRESSIVE MODELS

被引：116

作者：

LUTKEPOHL, H

机构：

来源：

REVIEW OF ECONOMICS AND STATISTICS | 1990年 / 72卷 / 01期

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D O I：

10.2307/2109746

中图分类号：

F [经济];

学科分类号：

02 ;

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页码：116 / 125

页数：10

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