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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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The encompassing principle and specification tests
Lu, Maozu; Mizon, Grayham E. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000865217
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On the differential geometry of the Wald test with nonlinear restrictions
Critchley, Frank; Marriott, Paul; Salmon, Mark - 1994
Persistent link: https://www.econbiz.de/10000150747
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Mutual encompassing and model equivalence
Hajduk, Henryk; Mizon, Grayham E. - 1997
Persistent link: https://www.econbiz.de/10000974128
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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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Mathematical and statistical modelling of cointegration
Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10013420117
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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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The encompassing principle and specification tests
Lu, Maozu; Mizon, Grayham E. - 1993
Persistent link: https://www.econbiz.de/10013420372
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Preferred point geometry and statistical manifolds
Critchley, Frank - 1991
Persistent link: https://www.econbiz.de/10013419690