Research graph
References from Reduced rank regression in cointegrated models. Local targets link to admitted publications; unresolved targets remain external evidence.
10.1214/aoms/1177729580
10.1214/aoms/1177729580 · External reference
Asymptotic distribution of the reduced rank regression estimator under general conditions
1999 · External reference
The asymptotic distribution of canonical correlations and variates in cointegrated models
10.1073/pnas.97.13.7068 · 2000 · External reference
The asymptotic distribution of canonical correlations and variates in higher-order cointegrated models
10.1073/pnas.071060498 · 2001 · External reference
Unresolved reference
External reference
Estimation of the parameters of a single equation in a complete system of stochastic equations
10.1214/aoms/1177730090 · 1949 · External reference
Unresolved reference
1968 · External reference
Some tests for parameter constancy in cointegrated VAR-models
10.1111/1368-423x.00035 · 1999 · External reference
Unresolved reference
1995 · External reference
