ASYMPTOTIC-DISTRIBUTION OF IMPACT AND INTERIM MULTIPLIERS

被引：9

作者：

BRISSIMIS, SN ^{[1
]}

GILL, L ^{[1
]}

机构：

[1] UNIV MANCHESTER,MANCHESTER M13 9PL,LANCASHIRE,ENGLAND

来源：

ECONOMETRICA | 1978年 / 46卷 / 02期

关键词：

D O I：

10.2307/1913916

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：463 / 469

页数：7

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[J]. ECONOMETRICA, 1976, 44 (03) : 593 - 595
[2] BRISSIMIS SN, UNPUBLISHED
[3] RESTRICTED AND UNRESTRICTED REDUCED FORMS - ASYMPTOTIC DISTRIBUTION AND RELATIVE EFFICIENCY
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[J]. ECONOMETRICA, 1973, 41 (01) : 119 - 134
[4] THE COVARIANCE MATRICES OF REDUCED-FORM COEFFICIENTS AND OF FORECASTS FOR A STRUCTURAL ECONOMETRIC-MODEL
GOLDBERGER, AS
NAGAR, AL
ODEH, HS
[J]. ECONOMETRICA, 1961, 29 (04) : 556 - 573
[5] ASYMPTOTIC DISTRIBUTION OF DYNAMIC MULTIPLIERS
SCHMIDT, P
[J]. ECONOMETRICA, 1973, 41 (01) : 161 - 164