Econometrica: May 1974, Volume 42, Issue 3

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

https://doi.org/0012-9682(197405)42:3<591:TAEOTO>2.0.CO;2-C
p. 591-592

Peter Schmidt

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