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An approach to upper bound problems for risks of generalized least squares estimators
Toyooka, Yasuyuki; Kariya, Takeaki - 1986
Persistent link: https://www.econbiz.de/10003638128
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A standard error for the estimated state vector of a state-space model
Hamilton, James D. - In: Journal of econometrics 33 (1986) 3, pp. 387-397
Persistent link: https://www.econbiz.de/10003569726
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Asymptotic normality of coefficients in a vector autoregression with unit roots
Sims, Christopher A. - 1986
Persistent link: https://www.econbiz.de/10003528371
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The spurious effects of unit roots on vector autoregressions : a Monte Carlo study
Ohanian, Lee E. - In: Journal of econometrics 39 (1988) 3, pp. 251-266
Persistent link: https://www.econbiz.de/10003643757
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Pitfalls of testing non-nested hypotheses by the lagrange multiplier method
Pesaran, M. Hashem - 1982
Persistent link: https://www.econbiz.de/10001558991
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Derivation and calculation of Rao distances : a review
Jensen, Uwe - 1993
Persistent link: https://www.econbiz.de/10000989980
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Handbook of financial econometrics, mathematics, statistics, and machine learning ; Volume 1
Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021
Persistent link: https://www.econbiz.de/10012297277
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Handbook of financial econometrics, mathematics, statistics, and machine learning ; Volume 2
Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021
Persistent link: https://www.econbiz.de/10012297278
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Handbook of financial econometrics, mathematics, statistics, and machine learning ; Volume 3
Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021
Persistent link: https://www.econbiz.de/10012297279
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Handbook of financial econometrics, mathematics, statistics, and machine learning ; Volume 4
Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021
Persistent link: https://www.econbiz.de/10012297280