A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals (Q583758)
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scientific article; zbMATH DE number 4133298
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals |
scientific article; zbMATH DE number 4133298 |
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A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals (English)
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1989
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closed-form expression
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covariance matrix
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moving average representation
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orthogonal residuals
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estimated vector autoregressive process
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