CONFIDENCE-REGIONS FOR MULTIPLIERS IN LINEAR DYNAMIC-MODELS

被引：2

作者：

EVANS, L ^{[1
]}

WELLS, G ^{[1
]}

机构：

[1] CARNEGIE MELLON UNIV,PITTSBURGH,PA 15213

来源：

ECONOMETRICA | 1986年 / 54卷 / 03期

关键词：

D O I：

10.2307/1911316

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：699 / 706

页数：8

共 13 条

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[5]

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[8] ASYMPTOTIC-DISTRIBUTION OF DYNAMIC MULTIPLIERS IN DYNAMIC AUTOREGRESSIVE MODELS [J].

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[9] ASYMPTOTIC DISTRIBUTION OF FORECASTS IN DYNAMIC SIMULATION OF AN ECONOMETRIC-MODEL [J].

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ECONOMETRICA, 1974, 42 (02) :303-309

[10] SOME SMALL SAMPLE EVIDENCE ON DISTRIBUTION OF DYNAMIC SIMULATION FORECASTS [J].

SCHMIDT, P .

ECONOMETRICA, 1977, 45 (04) :997-1005

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