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Notes and Comments: The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model
Schmidt, Peter. “Notes and Comments: The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model.” Econometrica, vol. 42, .no 3, Econometric Society, 1974, pp. 591-592, https://www.jstor.org/stable/1911793
Chicago
Schmidt, Peter. “Notes and Comments: The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model.” Econometrica, 42, .no 3, (Econometric Society: 1974), 591-592. https://www.jstor.org/stable/1911793
APA
Schmidt, P. (1974). Notes and Comments: The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model. Econometrica, 42(3), 591-592. https://www.jstor.org/stable/1911793
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