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Finite sample properties of estimators for autoregressive moving average models
Ansley, Craig F.; Newbold, Paul - In: Journal of econometrics 13 (1980) 2, pp. 159-183
Persistent link: https://www.econbiz.de/10001835242
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Asymptotic estimation and hypothesis testing results for vector linear time series models
Kohn, R. - In: Econometrica : journal of the Econometric Society, an … 47 (1979) 4, pp. 1005-1030
Persistent link: https://www.econbiz.de/10002247409
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A characterization of Granger-Sims exogeneity
Kohn, R. - In: Economics letters 8 (1981) 2, pp. 129-133
Persistent link: https://www.econbiz.de/10002247418
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Consistent estimation of minimal subset dimension
Kohn, R. - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 2, pp. 367-376
Persistent link: https://www.econbiz.de/10002247427
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Identification results for ARMAX structures
Kohn, R. - In: Econometrica : journal of the Econometric Society, an … 47 (1979) 5, pp. 1295-1304
Persistent link: https://www.econbiz.de/10002247432
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A note on an alternative derivation of the likelihood of an autoregressive moving average process
Kohn, R. - In: Economics letters 7 (1981) 3, pp. 233-236
Persistent link: https://www.econbiz.de/10002247458
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On the relative efficiency of two methods of estimating a dynamic simultaneous equations model
Kohn, R. - In: International economic review 20 (1979) 1, pp. 237-252
Persistent link: https://www.econbiz.de/10002247478