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person:"McAleer, Michael"
~isPartOf:"Econometric reviews"
~person:"Lütkepohl, Helmut"
~person:"Sun, Yixiao"
~subject:"Theorie"
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Estimation theory
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McAleer, Michael
Lütkepohl, Helmut
Sun, Yixiao
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3
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Problems related to confidence intervals for impulse responses of autoregressive processes
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Neumann, Michael H.
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 69-103
Persistent link: https://www.econbiz.de/10001455663
Saved in:
2
Making wald tests work for cointegrated VAR systems
Dolado, Juan J.
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001210400
Saved in:
3
When are two step estimators efficient?
McAleer, Michael
- In:
Econometric reviews
10
(
1991
)
2
,
pp. 235-252
Persistent link: https://www.econbiz.de/10001107009
Saved in:
4
A sequential testing procedure for outliers and structural change
McAleer, Michael
- In:
Econometric reviews
7
(
1988
)
1
,
pp. 103-111
Persistent link: https://www.econbiz.de/10001054258
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