Found 8 Documents (Results 1–8)
Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions. (English) Zbl 0787.62093
Computing theoretical autocovariances of multivariate autoregressive moving average models by using a block Levinson method. (English) Zbl 0797.62074
Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models. (English) Zbl 0780.62016
Computation of theoretical autocovariance matrices of multivariate autoregressive moving average time series. (English) Zbl 0699.62085
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