The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions
| Year of publication: |
1985
|
|---|---|
| Authors: | Lutkepohl, Helmut |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 17.1985, 1-2, p. 103-106
|
| Publisher: |
Elsevier |