Sfoglia per Rivista ECONOMETRIC THEORY
Deriving the Restricted Least Squares estimator without a Lagrangean,
1993-01-01 Paruolo, Paolo
Econometric theory 2000 - 2009
2000-01-01 Paruolo, Paolo
Standard errors for the long run variance matrix
1997-01-01 Paruolo, Paolo
The distribution of the orthogonal complement of a regression coefficient matrix
1993-01-01 Paruolo, Paolo
The limit distribution of cointegration rank tests of “Wald” type
2001-01-01 Paruolo, Paolo
When are Nested Reduced Rank Autoregressive Processes Integrated
2000-01-01 Paruolo, Paolo
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Deriving the Restricted Least Squares estimator without a Lagrangean, | 1-gen-1993 | Paruolo, Paolo | |
Econometric theory 2000 - 2009 | 1-gen-2000 | Paruolo, Paolo | |
Standard errors for the long run variance matrix | 1-gen-1997 | Paruolo, Paolo | |
The distribution of the orthogonal complement of a regression coefficient matrix | 1-gen-1993 | Paruolo, Paolo | |
The limit distribution of cointegration rank tests of “Wald” type | 1-gen-2001 | Paruolo, Paolo | |
When are Nested Reduced Rank Autoregressive Processes Integrated | 1-gen-2000 | Paruolo, Paolo |
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