Polynomial operators and the asymptotic distribution of dynamic multipliers

DOI10.1016/0304-4076(78)90060-XzbMath0388.62098OpenAlexW2069792750MaRDI QIDQ1250677

Sophocles N. Brissimis, Leonard Gill

Publication date: 1978

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(78)90060-x

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• The Final Form of Econometric Equation Systems
• Multiplier Effects for Higher than First Order Linear Dynamic Econometric Models
• On the Asymptotic Distribution of Impact and Interim Multipliers
• Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
• Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency
• The Asymptotic Distribution of Dynamic Multipliers

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