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The encompassing principle and specification tests
Lu, Maozu; Mizon, Grayham E. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000865217
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Recent advances in cointegration analysis
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
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Comparison of model reduction: methods for VAR processes
Brüggemann, Ralf (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725637
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The influence of A. W. H. Phillips on econometrics
Hendry, David F.; Mizon, Grayham E. - 1996
Persistent link: https://www.econbiz.de/10000938907
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The role of the signal-noise ratio in cointegrated systems
Kostial, Kristina - 1994
Persistent link: https://www.econbiz.de/10000898368
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ELEVEN: tests needed for a recommendation
Schlag, Karl H. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003266648
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On the differential geometry of the Wald test with nonlinear restrictions
Critchley, Frank; Marriott, Paul; Salmon, Mark H. - 1994 - Completely rewritten and rev. version
Persistent link: https://www.econbiz.de/10000912453
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An elementary account of Amaris̀ expected geometry
Critchley, Frank - 1994
Persistent link: https://www.econbiz.de/10013420255
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Encompassing in stationary linear dynamic models
Govaerts, Bernadette - 1994
Persistent link: https://www.econbiz.de/10013420256
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A mixture multiplicative error model for realized volatility
Lanne, Markku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003280702