This paper derives the asymptotic distribution of restricted and unrestricted reduced form estimators and compares their asymptotic efficiency. It also shows that the same techniques yield the asymptotic distribution of dynamic multipliers.
MLA
Dhrymes, Phoebus J.. “Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency.” Econometrica, vol. 41, .no 1, Econometric Society, 1973, pp. 119-134, https://www.jstor.org/stable/1913888
Chicago
Dhrymes, Phoebus J.. “Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency.” Econometrica, 41, .no 1, (Econometric Society: 1973), 119-134. https://www.jstor.org/stable/1913888
APA
Dhrymes, P. J. (1973). Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency. Econometrica, 41(1), 119-134. https://www.jstor.org/stable/1913888
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