Abstract This paper presents a convenient form for the asymptotic, or equilibrium, covariance matrix of the endogenous variable vector of a dynamic econometric model.

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John Conlisk (Sat,) studied this question.

synapsesocial.com/papers/6a205cd2497d35c09ae73171 https://doi.org/https://doi.org/10.1080/01621459.1969.10500970

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Also Consider

Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context:

1An Investigation of the Dynamic Stability and Stationary States of the United States Potato Market, 1930-19581962 · 3 citations
2The Final Form of Econometric Equation Systems1962 · 99 citations
3The Kronecker Matrix Product and Some of its Applications in Econometrics1968 · 55 citations
4The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model1961 · 159 citations
5Introduction to matrix analysis1960 · 2,338 citations