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Estimation of Standard Errors of the Characteristic Roots of a Dynamic Econometric Model

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  • Oberhofer, W
  • Kmenta, J

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  • Oberhofer, W & Kmenta, J, 1973. "Estimation of Standard Errors of the Characteristic Roots of a Dynamic Econometric Model," Econometrica, Econometric Society, vol. 41(1), pages 171-177, January.
    • Handle: RePEc:ecm:emetrp:v:41:y:1973:i:1:p:171-77
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    Cited by:

    1. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo, 1980. "Significance of the characteristic roots of linearized econometric models," MPRA Paper 24882, University Library of Munich, Germany.
    2. Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1983. "Analysis and measurement of the uncertainty in Mini-Dms model for the French economy," MPRA Paper 29056, University Library of Munich, Germany.
    3. Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1984. "Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS [Analysis and measurement of forecast uncertainty in an econometric model. Application to m," MPRA Paper 22565, University Library of Munich, Germany, revised 1984.
    4. van Dijk, H. K. & Kloek, T., 1978. "Posterior Analysis Of Klein'S Model," Econometric Institute Archives 272173, Erasmus University Rotterdam.

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