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~isPartOf:"Econometric theory"
~person:"Abadir, Karim Maher"
~subject:"Heteroscedasticity"
~subject:"Zeitreihenanalyse"
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Abadir, Karim Maher
Phillips, Peter C. B.
12
Hong, Yongmiao
6
Saikkonen, Pentti
6
Lütkepohl, Helmut
5
Taylor, Robert
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Econometric theory
Discussion papers in economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of econometrics
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Economics letters
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The review of economic studies
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The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher
- In:
Econometric theory
12
(
1996
)
4
,
pp. 682-704
Persistent link: https://www.econbiz.de/10001210204
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2
The joint moment generating function of quadratic forms in multivariate autoregressive series : the case with deterministic components
Abadir, Karim Maher
;
Larsson, Rolf
- In:
Econometric theory
17
(
2001
)
1
,
pp. 221-246
Persistent link: https://www.econbiz.de/10001556101
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