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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Working papers in economics and econometrics"
~person:"Johansen, Søren"
~person:"Robertson, John C."
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Search: subject_exact:"Estimation theory"
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Estimation theory
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1972-1991
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Johansen, Søren
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McAleer, Michael
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Bai, Jun
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Working papers in economics and econometrics
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Department of Economics discussion paper series / University of Oxford
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ECONIS (ZBW)
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Modelling common linear dynamics : a critical review
Breusch, Trevor S.
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1994
Persistent link: https://www.econbiz.de/10000895692
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2
Inference in multivariate student t models with serial correlation and dynamic heteroskedasticity
Breusch, Trevor S.
-
1993
Persistent link: https://www.econbiz.de/10000877369
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3
The multivariate student t model in robust inference and data analysis
Breusch, Trevor S.
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1993
Persistent link: https://www.econbiz.de/10000883825
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4
An I(2) cointegration analysis of the purchasing power parity between Australia and the United States
Johansen, Søren
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1991
Persistent link: https://www.econbiz.de/10000129180
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