The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions
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Publication:375038
DOI10.1016/0165-1765(85)90136-3zbMath1273.62276OpenAlexW2088836901MaRDI QIDQ375038
Publication date: 24 October 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(85)90136-3
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Statistical methods; economic indices and measures (91B82)
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