具有向量自回归误差的线性动态模型中受限简化形式与动态乘子的渐近分布

Asymptotic Distribution of Restricted Reduced Forms and Dynamic Multipliers in a Linear Dynamic Model with Vector Autoregressive Errors

International Economic Review · 1982
被引 2
人大 AABS 4
计量经济学时间序列分析向量自回归模型渐近理论