Estimation of Standard Errors of the Characteristic Roots of a Dynamic Econometric Model

DOI10.2307/1913893zbMath0283.62098OpenAlexW2043879936MaRDI QIDQ4769861

Jan Kmenta, Walter Oberhofer

Publication date: 1973

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/af39b42efcd0d1c325006909f8cc4e67a9926173

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Trade models (91B60)

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Testing unstable econometric models for stability. An empirical study

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