Author:
Brüggemann Ralf,Lütkepohl Helmut,Saikkonen Pentti
Subject
Applied Mathematics,Economics and Econometrics
Reference24 articles.
1. Distribution for residual autocovariances in multivariate autoregressive models with structured parameterization;Ahn;Biometrika,1988
2. Estimation of partially nonstationary multivariate autoregressive models;Ahn;Journal of the American Statistical Association,1990
3. Brüggemann, R., Lütkepohl, H., 2005. Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative. Oxford Bulletin of Economics and Statistics, forthcoming.
4. Doornik, J.A., 1996. Testing vector error autocorrelation and heteroscedasticity. Unpublished paper, Nuffield College.
5. Duchesne, P., 2005. Testing for serial correlation of unknown form in cointegrated time series models. Annals of the Institute of Statistical Mathematics, forthcoming.
Cited by
35 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献