Asymptotic Normality if Coefficients in a Vector Autoregression With Unit Roots

Sims, Christopher A.2009-12-072009-12-071986-06Sims, C.A., (1986), "Asymptotic Normality if Coefficients in a Vector Autoregression With Unit Roots", Discussion Paper No. 229, Center for Economic Research, Department of Economics, University of Minnesota.https://hdl.handle.net/11299/55499en-USAsymptotic Normality if Coefficients in a Vector Autoregression With Unit RootsWorking Paper