On the Asymptotic Distribution of Impact and Interim Multipliers

DOI10.2307/1913916zbMath0382.62096OpenAlexW2095052195MaRDI QIDQ4160297

Leonard Gill, Sophocles N. Brissimis

Publication date: 1978

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913916

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (2)

Polynomial operators and the asymptotic distribution of dynamic multipliers ⋮ Die asymptotische Verteilung des Prognosefehlers bei Prognosen mit Hilfe eines dynamischen ökonometrischen Modells höherer als erster Ordnung

This page was built for publication: On the Asymptotic Distribution of Impact and Interim Multipliers