On the asymptotic distribution of residual autocovariances in VARX models with applications

On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses

Duchesne, Pierre, (2010)

On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model

Duchesne, Pierre, (2004)

Time series - Testing for serial correlation of unknown form in cointegrated time series models

Duchesne, Pierre, (2005)