ASYMPTOTIC-DISTRIBUTION OF THE MOVING AVERAGE COEFFICIENTS OF AN ESTIMATED VECTOR AUTOREGRESSIVE PROCESS

被引：12

作者：

LUTKEPOHL, H ^{[1
]}

机构：

[1] UNIV KIEL,D-2300 KIEL 1,FED REP GER

来源：

关键词：

D O I：

10.1017/S0266466600011865

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：77 / 85

页数：9

共 14 条

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