14 results
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES
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- Econometric Theory / Volume 36 / Issue 5 / October 2020
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- 22 November 2019, pp. 803-839
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Deriving Restricted Least Squares Estimator without a Lagrangean
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- Econometric Theory / Volume 9 / Issue 2 / April 1993
- Published online by Cambridge University Press:
- 11 February 2009, pp. 313-314
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Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems
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- Econometric Theory / Volume 13 / Issue 1 / February 1997
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- 11 February 2009, pp. 79-118
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The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix
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- Econometric Theory / Volume 10 / Issue 2 / June 1994
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- 11 February 2009, p. 449
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Standard Errors for the Long-Run Variance Matrix
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- Econometric Theory / Volume 13 / Issue 2 / April 1997
- Published online by Cambridge University Press:
- 11 February 2009, pp. 305-306
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The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix
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- Journal:
- Econometric Theory / Volume 9 / Issue 2 / April 1993
- Published online by Cambridge University Press:
- 11 February 2009, p. 314
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Deriving Restricted Least Squares without a Lagrangean
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- Journal:
- Econometric Theory / Volume 10 / Issue 2 / June 1994
- Published online by Cambridge University Press:
- 11 February 2009, pp. 443-448
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Errata
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- Econometric Theory / Volume 11 / Issue 2 / February 1995
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- 11 February 2009, p. 402
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Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes—Solution
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- Econometric Theory / Volume 21 / Issue 3 / June 2005
- Published online by Cambridge University Press:
- 22 April 2005, pp. 665-666
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AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT
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- Econometric Theory / Volume 21 / Issue 1 / February 2005
- Published online by Cambridge University Press:
- 08 February 2005, pp. 78-84
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NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES
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- Econometric Theory / Volume 20 / Issue 4 / August 2004
- Published online by Cambridge University Press:
- 01 August 2004, pp. 643-644
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04.3.1 An I(2) Model for VAR(1) Processes
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- Econometric Theory / Volume 20 / Issue 3 / June 2004
- Published online by Cambridge University Press:
- 08 June 2004, pp. 639-640
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ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS
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- Econometric Theory / Volume 18 / Issue 3 / June 2002
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- 15 May 2002, pp. 673-690
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ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS
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- Econometric Theory / Volume 16 / Issue 4 / August 2000
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- 01 August 2000, pp. 524-550
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