Asymptotic distribution of the moving average coefficients of an estimated vector autoregressive process
Year of publication: |
1988
|
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Authors: | Lütkepohl, Helmut |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 4.1988, 1, p. 77-85
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Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
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