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Automated inference and the future of econometrics : a comment
Paruolo, Paolo - In: Econometric theory 21 (2005) 1, pp. 78-84
Persistent link: https://www.econbiz.de/10002674604
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Asymptotic efficiency of the two stage estimator in I (2) systems
Paruolo, Paolo - In: Econometric theory 16 (2000) 4, pp. 524-550
Persistent link: https://www.econbiz.de/10001517334
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Asymptotic inference on the moving average impact matrix in cointegrated /(2) VAR systems
Paruolo, Paolo - In: Econometric theory 18 (2002) 3, pp. 673-690
Persistent link: https://www.econbiz.de/10001673450
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Cointegration in functional autoregressive processes
Franchi, Massimo; Paruolo, Paolo - In: Econometric theory 36 (2020) 5, pp. 803-839
Persistent link: https://www.econbiz.de/10012307240
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PROBLEMS AND SOLUTIONS - PROBLEMS - The Limit Distribution of Cointegration Rank Tests of "Wald" Type
Paruolo, P. - In: Econometric theory 17 (2001) 4, pp. 855
Persistent link: https://www.econbiz.de/10006978082
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Standard Errors for the Long-Run Variance Matrix
Paruolo, Paolo - In: Econometric theory 14 (1998) 1, pp. 152
Persistent link: https://www.econbiz.de/10006994683
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Standard Errors for the Long-Run Variance Matrix
Paruolo, Paolo - In: Econometric theory 13 (1997) 2, pp. 305
Persistent link: https://www.econbiz.de/10006998461
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Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated I(1) VAR Systems
Paruolo, Paolo - In: Econometric theory 13 (1997) 1, pp. 79-118
Persistent link: https://www.econbiz.de/10006999294
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Solution to Problem 93.2.3: Errata
Paruolo, Paolo - In: Econometric theory 11 (1995) 2, pp. 402
Persistent link: https://www.econbiz.de/10007007248
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The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix
Paruolo, Paolo - In: Econometric theory 10 (1994) 2, pp. 449
Persistent link: https://www.econbiz.de/10007014668