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An exact transformation matrix for use with rational expectations models with MA(1) composite disturbances
Power, Simon
- In:
Oxford bulletin of economics and statistics
52
(
1990
)
1
,
pp. 89-94
Persistent link: https://www.econbiz.de/10001081617
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A note on the computation of the correct estimated covariance matrix for a ridge regression shortcut
Power, Simon
- In:
Oxford bulletin of economics and statistics
49
(
1987
)
3
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pp. 343-345
Persistent link: https://www.econbiz.de/10001035190
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