Asymptotic normality of coefficients in a vector autoregression with unit roots
by Christopher A. Sims. University of Minnesota, Department of Economics, Center for Economic Research
| Year of publication: |
1986
|
|---|---|
| Authors: | Sims, Christopher A. |
| Publisher: |
Minneapolis, Minn. |
| Subject: | Statistik | Korrelation und Regression | Mathematik | Matrizenrechnung and Vektorrechnungh | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis |
| Extent: | 14 S. 4° |
|---|---|
| Series: | Discussion paper ; Nr 229 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003528371