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Inference on cointegrating ranks using LR and LM tests based on pseudo-likelihoods
Lucas, André - In: Econometric reviews 17 (1998) 2, pp. 185-214
Persistent link: https://www.econbiz.de/10001240672
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Positivity conditions for stochastic state space modelling of time series
Heij, Christiaan - In: Econometric reviews 11 (1992) 3, pp. 379-396
Persistent link: https://www.econbiz.de/10001133926
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A stochastic recurrence equations approach for score driven correlation models
Blasques, Francisco; Lucas, André; Silde, Erkki - In: Econometric reviews 37 (2018) 1/5, pp. 166-181
Persistent link: https://www.econbiz.de/10012038166
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Nonlinear autoregressive models with optimality properties
Blasques, Francisco; Koopman, Siem Jan; Lucas, André - In: Econometric reviews 39 (2020) 6, pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
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Inference on Cointegrating Ranks Using LR and LM Tests Based on Pseudo-likelihoods
Lucas, A. - In: Econometric reviews 17 (1998) 2, pp. 185-214
Persistent link: https://www.econbiz.de/10006919604