The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions
Helmut Lütkepohl
| Year of publication: |
1984
|
|---|---|
| Authors: | Lütkepohl, Helmut |
| Publisher: |
Osnabrück : Fachber., Univ. |
| Subject: | Statistik Wahrscheinlichkeitstheorie | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
| Extent: | 13 Bl |
|---|---|
| Series: | Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück. - Osnabrück : Univ., ZDB-ID 596215-8. - Vol. 8406 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011864506