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The Equilibrium Covariance Matrix of Dynamic Econometric Models

 

作者: John Conlisk,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1969）
卷期: Volume 64, issue 325  

页码: 277-279

 

ISSN:0162-1459

 

年代: 1969

 

DOI:10.1080/01621459.1969.10500970

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

This paper presents a convenient form for the asymptotic, or equilibrium, covariance matrix of the endogenous variable vector of a dynamic econometric model.

 

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