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Testing the autoregressive process of a cross-country demand system against a higher-order alternative

Chung, Ching-Fan; Theil, Henri - In: Economics Letters 24 (1987) 3, pp. 257-259

Persistent link: https://www.econbiz.de/10005362103

Bootstrapping the autoregressive structure of cross-country demand systems

Chung, Ching-Fan; Seale, James Jr.; Theil, Henri - In: Economics Letters 24 (1987) 2, pp. 203-206

Persistent link: https://www.econbiz.de/10005270433

Relations between two sets of variates: The bits of information provided by each variate in each set

Theil, Henri; Chung, Ching-Fan - In: Statistics & Probability Letters 6 (1988) 3, pp. 137-139

Canonical correlation theory is extended so that each variate in each of the two observed sets of variates is assigned a unique information-theoretic measure of its contribution to the total amount of information that either set provides about the other.

Persistent link: https://www.econbiz.de/10005254986